+362.4%
CFG vs SAN
+141.8%
+220.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | +1.5% | +1.8% | -0.2% | +0.5% |
| 30D | -3.8% | +2.0% | -5.8% | -5.0% |
| 3M | +11.5% | +19.7% | -8.2% | -0.6% |
| 6M | +19.2% | +30.6% | -11.4% | 0.0% |
| YTD | +23.7% | +28.8% | -5.1% | +3.6% |
| 1Y | +38.8% | +57.8% | -18.9% | +2.1% |
| 3Y | +178.9% | +338.1% | -159.2% | +3.1% |
| 5Y | +101.8% | +384.2% | -282.4% | -32.6% |
| 10Y | +317.3% | +353.1% | -35.9% | +37.4% |
| All | +362.4% | +141.8% | +220.6% | +76.5% |
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