-28.7%
CG vs SAN
+53.7%
-82.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.4% |
| 7D | -6.4% | -0.5% | -6.0% | -6.2% |
| 30D | -7.1% | -0.1% | -7.0% | -7.0% |
| 3M | -1.6% | +19.6% | -21.2% | -9.6% |
| 6M | -8.3% | +32.7% | -41.0% | -19.9% |
| YTD | -23.8% | +26.7% | -50.5% | -32.7% |
| 1Y | -28.7% | +51.6% | -80.4% | -42.2% |
| All | -28.7% | +53.7% | -82.4% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling