+895.8%
CCI vs SAN
+400.4%
+495.4%
-97.5%
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% | -1.6% |
| 7D | -0.4% | +1.8% | -2.2% | -1.0% |
| 30D | +2.7% | +2.0% | +0.7% | +2.0% |
| 3M | -18.2% | +19.7% | -37.9% | -23.2% |
| 6M | -14.8% | +30.6% | -45.4% | -22.6% |
| YTD | -12.6% | +28.8% | -41.4% | -20.8% |
| 1Y | -16.7% | +57.8% | -74.5% | -29.5% |
| 3Y | -10.5% | +338.1% | -348.6% | -47.1% |
| 5Y | -51.4% | +384.2% | -435.6% | -73.4% |
| 10Y | +20.0% | +353.1% | -333.1% | -40.5% |
| All | +895.8% | +400.4% | +495.4% | +252.9% |
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