+47.7%
CI vs SAN
+267.8%
-220.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.3% |
| 7D | -1.6% | +4.9% | -6.5% | -2.1% |
| 30D | +5.4% | -13.0% | +18.4% | +7.1% |
| 3M | +7.3% | -18.9% | +26.1% | +9.8% |
| 6M | +5.3% | -4.1% | +9.5% | +5.4% |
| YTD | +8.5% | +2.6% | +5.9% | +7.0% |
| 1Y | +17.1% | +16.9% | +0.2% | +13.3% |
| 3Y | +1.4% | +239.1% | -237.6% | -16.7% |
| All | +47.7% | +267.8% | -220.1% | +28.6% |
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