+220.7%
CF vs SAN
+381.6%
-160.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.2% |
| 7D | +6.0% | +1.8% | +4.2% | +5.9% |
| 30D | +14.8% | +2.0% | +12.9% | +14.7% |
| 3M | +14.1% | +19.7% | -5.7% | +12.4% |
| 6M | +28.5% | +30.6% | -2.1% | +24.9% |
| YTD | +74.9% | +28.8% | +46.1% | +69.3% |
| 1Y | +61.7% | +57.8% | +3.9% | +50.5% |
| 3Y | +80.3% | +338.1% | -257.8% | +36.1% |
| All | +220.7% | +381.6% | -160.8% | +122.8% |
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