+33.7%
CFG vs SAN
+23.5%
+10.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.4% | -4.1% | 0.0% |
| 7D | +1.8% | +4.5% | -2.8% | +0.1% |
| 30D | +3.3% | -12.1% | +15.4% | +8.1% |
| 3M | -9.8% | -15.6% | +5.7% | -4.3% |
| 6M | +5.2% | +5.8% | -0.6% | +2.3% |
| YTD | +16.1% | +5.5% | +10.6% | +10.4% |
| 1Y | +33.7% | +23.6% | +10.1% | +17.2% |
| All | +33.7% | +23.5% | +10.2% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling