-36.3%
CCI vs SAN
+294.0%
-330.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +2.5% | +4.0% | -1.5% | +1.8% |
| 30D | +14.4% | -7.8% | +22.2% | +15.7% |
| 3M | +21.7% | -16.4% | +38.0% | +24.9% |
| 6M | +4.0% | +3.5% | +0.5% | +2.8% |
| YTD | +6.2% | +6.7% | -0.5% | +3.7% |
| 1Y | +5.4% | +14.5% | -9.1% | +1.5% |
| 3Y | +11.7% | +243.5% | -231.8% | -15.3% |
| All | -36.3% | +294.0% | -330.4% | -55.0% |
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