+60.4%
CF vs SAN
+243.2%
-182.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.1% |
| 7D | +0.4% | +3.5% | -3.1% | +0.8% |
| 30D | +2.2% | -13.2% | +15.4% | +1.4% |
| 3M | +2.1% | -16.9% | +19.1% | +1.0% |
| 6M | -6.5% | +2.3% | -8.9% | -6.2% |
| YTD | +55.6% | +4.9% | +50.6% | +55.3% |
| 1Y | +42.3% | +20.4% | +21.9% | +38.9% |
| All | +60.4% | +243.2% | -182.8% | +28.6% |
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 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