+6,646.7%
CB vs SAN
+2,490.1%
+4,156.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +0.5% | +1.8% | -1.3% | -0.1% |
| 30D | -3.1% | +2.0% | -5.1% | -3.8% |
| 3M | +9.0% | +19.7% | -10.8% | +2.2% |
| 6M | +2.9% | +30.6% | -27.8% | -6.9% |
| YTD | +10.1% | +28.8% | -18.7% | -0.6% |
| 1Y | +22.8% | +57.8% | -35.0% | +3.4% |
| 3Y | +73.8% | +338.1% | -264.3% | +1.1% |
| 5Y | +99.2% | +384.2% | -285.0% | +7.8% |
| 10Y | +218.2% | +353.1% | -134.9% | +64.9% |
| All | +6,646.7% | +2,490.1% | +4,156.6% | +2,494.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling