+60.4%
CFG vs SAN
+294.0%
-233.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.3% |
| 7D | +3.2% | +4.0% | -0.8% | +1.1% |
| 30D | +5.1% | -7.8% | +12.9% | +9.1% |
| 3M | -11.2% | -16.4% | +5.1% | -3.5% |
| 6M | +9.6% | +3.5% | +6.0% | +6.3% |
| YTD | +15.0% | +6.7% | +8.3% | +8.3% |
| 1Y | +29.9% | +14.5% | +15.4% | +17.7% |
| 3Y | +192.1% | +243.5% | -51.4% | +36.5% |
| All | +60.4% | +294.0% | -233.7% | -30.3% |
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