+103.2%
CB vs SAN
+267.8%
-164.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.4% |
| 7D | +0.2% | +4.9% | -4.7% | -0.5% |
| 30D | +9.1% | -13.0% | +22.0% | +11.3% |
| 3M | +3.4% | -18.9% | +22.3% | +6.6% |
| 6M | +14.1% | -4.1% | +18.2% | +14.0% |
| YTD | +18.0% | +2.6% | +15.4% | +15.6% |
| 1Y | +30.1% | +16.9% | +13.2% | +24.1% |
| 3Y | +71.8% | +239.1% | -167.3% | +26.8% |
| All | +103.2% | +267.8% | -164.6% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling