+7,384.4%
CME vs SAN
+576.8%
+6,807.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.6% | -2.7% |
| 7D | -0.6% | +8.7% | -9.3% | -3.7% |
| 30D | +8.5% | -6.5% | +15.0% | +10.7% |
| 3M | +16.0% | -14.2% | +30.2% | +21.7% |
| 6M | +9.3% | +2.7% | +6.6% | +6.4% |
| YTD | +15.3% | +8.9% | +6.4% | +7.7% |
| 1Y | +14.4% | +23.4% | -9.0% | +1.7% |
| 3Y | +59.9% | +257.9% | -198.0% | -10.4% |
| 5Y | +69.4% | +297.8% | -228.3% | -14.1% |
| 10Y | +299.5% | +259.6% | +39.9% | +88.6% |
| All | +7,384.4% | +576.8% | +6,807.6% | +2,429.5% |
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 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