+142.2%
CI vs SAN
+267.2%
-125.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | -0.9% |
| 7D | +0.1% | +8.7% | -8.6% | -2.1% |
| 30D | +4.7% | -6.5% | +11.2% | +6.3% |
| 3M | +5.2% | -14.2% | +19.4% | +9.2% |
| 6M | +3.8% | +2.7% | +1.1% | +2.0% |
| YTD | +9.2% | +8.9% | +0.4% | +4.5% |
| 1Y | +14.3% | +23.4% | -9.1% | +5.3% |
| 3Y | +8.4% | +257.9% | -249.5% | -29.5% |
| 5Y | +50.0% | +297.8% | -247.7% | -9.7% |
| 10Y | +142.2% | +259.6% | -117.4% | +36.6% |
| All | +142.2% | +267.2% | -125.1% | +36.6% |
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 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