+101.0%
CB vs SAN
+381.6%
-280.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +0.5% | +1.8% | -1.3% | +0.2% |
| 30D | -3.1% | +2.0% | -5.1% | -3.4% |
| 3M | +9.0% | +19.7% | -10.8% | +5.4% |
| 6M | +2.9% | +30.6% | -27.8% | -2.4% |
| YTD | +10.1% | +28.8% | -18.7% | +4.3% |
| 1Y | +22.8% | +57.8% | -35.0% | +11.4% |
| 3Y | +73.8% | +338.1% | -264.3% | +22.9% |
| All | +101.0% | +381.6% | -280.6% | +32.5% |
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