+282.1%
CME vs SAN
+338.5%
-56.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.9% | +3.3% | -6.2% | -3.5% |
| 30D | +5.5% | +1.1% | +4.4% | +5.3% |
| 3M | +11.0% | +22.2% | -11.2% | +6.0% |
| 6M | -9.7% | +36.0% | -45.7% | -16.3% |
| YTD | +4.9% | +28.2% | -23.4% | -2.1% |
| 1Y | +10.1% | +54.1% | -44.0% | -1.9% |
| 3Y | +53.5% | +354.2% | -300.7% | +0.7% |
| 5Y | +77.2% | +387.3% | -310.1% | +9.7% |
| 10Y | +282.1% | +334.8% | -52.7% | +118.7% |
| All | +282.1% | +338.5% | -56.4% | +118.7% |
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