-20.9%
CG vs SAN
+267.8%
-288.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | +0.5% |
| 7D | -1.2% | +4.9% | -6.1% | -3.6% |
| 30D | +5.0% | -13.0% | +18.0% | +12.2% |
| 3M | -18.2% | -18.9% | +0.7% | -9.6% |
| 6M | -20.7% | -4.1% | -16.6% | -19.9% |
| YTD | -31.4% | +2.6% | -34.0% | -33.8% |
| 1Y | -22.3% | +16.9% | -39.2% | -30.0% |
| 3Y | +50.2% | +239.1% | -188.9% | -24.7% |
| All | -20.9% | +267.8% | -288.7% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling