+140.4%
CI vs SAN
+338.5%
-198.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.7% |
| 7D | -2.0% | +3.3% | -5.4% | -2.9% |
| 30D | -1.8% | +1.1% | -2.9% | -2.1% |
| 3M | -4.2% | +22.2% | -26.4% | -9.6% |
| 6M | +2.7% | +36.0% | -33.3% | -6.5% |
| YTD | +1.9% | +28.2% | -26.3% | -6.3% |
| 1Y | -6.3% | +54.1% | -60.4% | -18.4% |
| 3Y | +3.9% | +354.2% | -350.4% | -36.4% |
| 5Y | +41.9% | +387.3% | -345.4% | -18.8% |
| 10Y | +140.4% | +334.8% | -194.4% | +32.1% |
| All | +140.4% | +338.5% | -198.1% | +32.1% |
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