+61.7%
CF vs SAN
+58.9%
+2.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.6% |
| 7D | +6.0% | +1.8% | +4.2% | +6.8% |
| 30D | +14.8% | +2.0% | +12.9% | +15.8% |
| 3M | +14.1% | +19.7% | -5.7% | +24.3% |
| 6M | +28.5% | +30.6% | -2.1% | +48.5% |
| YTD | +74.9% | +28.8% | +46.1% | +96.8% |
| 1Y | +61.7% | +57.8% | +3.9% | +75.3% |
| All | +61.7% | +58.9% | +2.8% | +75.3% |
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