+12.3%
CG vs SAN
+384.2%
-372.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | -4.3% | +1.8% | -6.1% | -5.2% |
| 30D | -5.1% | +2.0% | -7.1% | -6.1% |
| 3M | +8.7% | +19.7% | -11.1% | -1.2% |
| 6M | -9.2% | +30.6% | -39.9% | -21.5% |
| YTD | -18.9% | +28.8% | -47.7% | -29.8% |
| 1Y | -25.6% | +57.8% | -83.4% | -42.3% |
| 3Y | +57.3% | +338.1% | -280.9% | -30.3% |
| All | +12.3% | +384.2% | -372.0% | -56.6% |
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