+5,294.5%
CF vs SAN
+213.6%
+5,081.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.4% |
| 7D | +0.4% | +3.5% | -3.1% | -1.4% |
| 30D | +2.2% | -13.2% | +15.4% | +7.9% |
| 3M | +2.1% | -16.9% | +19.1% | +9.6% |
| 6M | -6.5% | +2.3% | -8.9% | -9.8% |
| YTD | +55.6% | +4.9% | +50.6% | +43.2% |
| 1Y | +42.3% | +20.4% | +21.9% | +22.8% |
| 3Y | +55.7% | +243.2% | -187.5% | -21.4% |
| 5Y | +122.4% | +275.3% | -152.8% | 0.0% |
| 10Y | +568.5% | +254.0% | +314.6% | +186.0% |
| All | +5,294.5% | +213.6% | +5,081.0% | +1,729.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling