-50.8%
CCI vs SAN
+381.9%
-432.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +0.2% | +3.3% | -3.2% | -0.3% |
| 30D | +0.5% | +1.1% | -0.6% | +0.3% |
| 3M | -16.3% | +22.2% | -38.5% | -19.1% |
| 6M | -13.9% | +36.0% | -50.0% | -18.6% |
| YTD | -12.4% | +28.2% | -40.7% | -16.7% |
| 1Y | -15.2% | +54.1% | -69.3% | -22.0% |
| 3Y | -9.9% | +354.2% | -364.1% | -34.0% |
| 5Y | -50.8% | +387.3% | -438.1% | -66.4% |
| All | -50.8% | +381.9% | -432.8% | -66.4% |
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