+6.8%
CI vs SAN
+339.3%
-332.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | +1.3% | +1.8% | -0.5% | +1.1% |
| 30D | +4.4% | +2.0% | +2.5% | +4.2% |
| 3M | +0.7% | +19.7% | -19.1% | -1.4% |
| 6M | +0.3% | +30.6% | -30.3% | -2.9% |
| YTD | +3.8% | +28.8% | -25.0% | +0.1% |
| 1Y | -5.5% | +57.8% | -63.3% | -11.6% |
| All | +6.8% | +339.3% | -332.5% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling