+7,803.6%
CI vs SAN
+1,664.5%
+6,139.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.0% |
| 7D | -1.6% | +4.9% | -6.5% | -2.8% |
| 30D | +5.4% | -13.0% | +18.4% | +9.2% |
| 3M | +7.3% | -18.9% | +26.1% | +13.1% |
| 6M | +5.3% | -4.1% | +9.5% | +5.5% |
| YTD | +8.5% | +2.6% | +5.9% | +5.7% |
| 1Y | +17.1% | +16.9% | +0.2% | +9.9% |
| 3Y | +1.4% | +239.1% | -237.6% | -30.7% |
| 5Y | +50.5% | +266.8% | -216.4% | -3.2% |
| 10Y | +168.5% | +246.0% | -77.5% | +66.4% |
| All | +7,803.6% | +1,664.5% | +6,139.1% | +3,406.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling