+349.2%
CG vs SAN
+334.8%
+14.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | -1.3% | +3.3% | -4.6% | -2.8% |
| 30D | -3.2% | +1.1% | -4.3% | -3.7% |
| 3M | +6.2% | +22.2% | -16.0% | -3.6% |
| 6M | -4.7% | +36.0% | -40.7% | -18.2% |
| YTD | -20.6% | +28.2% | -48.9% | -30.3% |
| 1Y | -26.4% | +54.1% | -80.5% | -40.8% |
| 3Y | +55.4% | +354.2% | -298.9% | -26.4% |
| 5Y | +9.8% | +387.3% | -377.5% | -51.1% |
| All | +349.2% | +334.8% | +14.4% | +92.0% |
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