+316.4%
CFG vs SAN
+92.5%
+223.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.4% |
| 7D | -0.9% | +4.9% | -5.8% | -3.8% |
| 30D | +1.1% | -13.0% | +14.1% | +9.3% |
| 3M | -12.0% | -18.9% | +6.9% | -1.0% |
| 6M | -2.2% | -4.1% | +1.9% | -1.2% |
| YTD | +11.4% | +2.6% | +8.8% | +6.2% |
| 1Y | +27.8% | +16.9% | +10.9% | +12.2% |
| 3Y | +173.3% | +239.1% | -65.8% | +17.0% |
| 5Y | +62.4% | +266.8% | -204.4% | -36.0% |
| 10Y | +249.6% | +246.0% | +3.5% | +33.5% |
| All | +316.4% | +92.5% | +223.9% | +80.9% |
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