+65.4%
CCI vs SAN
+275.0%
-209.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -3.4% | +3.4% | -6.8% | -3.9% |
| 30D | +9.9% | -6.3% | +16.2% | +10.9% |
| 3M | +22.7% | -14.1% | +36.8% | +25.4% |
| 6M | +0.8% | +4.2% | -3.3% | -0.3% |
| YTD | +4.1% | +9.0% | -4.9% | +1.7% |
| 1Y | -0.6% | +18.8% | -19.4% | -4.4% |
| 3Y | +9.4% | +252.0% | -242.6% | -13.4% |
| 5Y | -36.8% | +299.5% | -336.3% | -52.1% |
| 10Y | +65.4% | +276.7% | -211.2% | +17.8% |
| All | +65.4% | +275.0% | -209.6% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling