+34.8%
CF vs SAN
+23.5%
+11.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.4% | -10.8% | -1.7% |
| 7D | -6.9% | +4.5% | -11.4% | -4.9% |
| 30D | -3.7% | -12.1% | +8.3% | -8.3% |
| 3M | -5.0% | -15.6% | +10.6% | -11.0% |
| 6M | -10.5% | +5.8% | -16.3% | -4.8% |
| YTD | +46.5% | +5.5% | +41.1% | +52.7% |
| 1Y | +34.8% | +23.6% | +11.2% | +31.6% |
| All | +34.8% | +23.5% | +11.4% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling