+6,781.2%
CME vs SAN
+701.1%
+6,080.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -1.6% | +1.8% | -3.4% | -2.3% |
| 30D | +6.2% | +2.0% | +4.3% | +5.4% |
| 3M | +10.4% | +19.7% | -9.3% | +2.6% |
| 6M | -9.5% | +30.6% | -40.2% | -19.5% |
| YTD | +6.0% | +28.8% | -22.8% | -6.1% |
| 1Y | +9.3% | +57.8% | -48.5% | -10.9% |
| 3Y | +57.7% | +338.1% | -280.5% | -17.7% |
| 5Y | +77.7% | +384.2% | -306.5% | -16.1% |
| 10Y | +281.2% | +353.1% | -71.9% | +65.0% |
| All | +6,781.2% | +701.1% | +6,080.1% | +2,103.6% |
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 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