+50.7%
CF vs SAN
+22.7%
+28.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.9% |
| 7D | +4.8% | +10.8% | -6.0% | +9.5% |
| 30D | +9.7% | -5.7% | +15.4% | +7.6% |
| 3M | +1.2% | -13.4% | +14.7% | -4.4% |
| 6M | +7.4% | +3.5% | +3.8% | +12.3% |
| YTD | +60.5% | +9.7% | +50.8% | +70.1% |
| 1Y | +50.7% | +20.9% | +29.9% | +53.0% |
| All | +50.7% | +22.7% | +28.0% | +53.0% |
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 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