+274.8%
CG vs SAN
+270.1%
+4.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.7% |
| 7D | +0.2% | +4.0% | -3.8% | -1.6% |
| 30D | +11.2% | -7.8% | +19.0% | +15.2% |
| 3M | -22.1% | -16.4% | -5.7% | -15.7% |
| 6M | -17.9% | +3.5% | -21.5% | -20.0% |
| YTD | -31.3% | +6.7% | -38.0% | -34.5% |
| 1Y | -24.0% | +14.5% | -38.5% | -30.0% |
| 3Y | +45.0% | +243.5% | -198.5% | -22.3% |
| 5Y | -22.6% | +296.2% | -318.8% | -62.4% |
| All | +274.8% | +270.1% | +4.7% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling