+73.0%
CF vs SAN
+339.3%
-266.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.3% |
| 7D | +6.0% | +1.8% | +4.2% | +6.1% |
| 30D | +14.8% | +2.0% | +12.9% | +15.0% |
| 3M | +14.1% | +19.7% | -5.7% | +15.2% |
| 6M | +28.5% | +30.6% | -2.1% | +29.9% |
| YTD | +74.9% | +28.8% | +46.1% | +75.8% |
| 1Y | +61.7% | +57.8% | +3.9% | +56.6% |
| All | +73.0% | +339.3% | -266.3% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling