+112.0%
CF vs SAN
+267.8%
-155.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.8% |
| 7D | -3.2% | +4.9% | -8.1% | -3.4% |
| 30D | +4.3% | -13.0% | +17.3% | +5.1% |
| 3M | +2.8% | -18.9% | +21.7% | +3.9% |
| 6M | +0.6% | -4.1% | +4.8% | +0.5% |
| YTD | +56.6% | +2.6% | +54.1% | +54.1% |
| 1Y | +49.6% | +16.9% | +32.7% | +43.8% |
| 3Y | +61.5% | +239.1% | -177.6% | +26.8% |
| All | +112.0% | +267.8% | -155.8% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling