+49.6%
CF vs SAN
+16.7%
+32.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | -0.2% |
| 7D | -3.2% | +4.9% | -8.1% | -1.0% |
| 30D | +4.3% | -13.0% | +17.3% | -1.0% |
| 3M | +2.8% | -18.9% | +21.7% | -5.4% |
| 6M | +0.6% | -4.1% | +4.8% | +1.8% |
| YTD | +56.6% | +2.6% | +54.1% | +61.4% |
| 1Y | +49.6% | +16.9% | +32.7% | +45.2% |
| All | +49.6% | +16.7% | +32.9% | +45.2% |
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