+7,663.3%
CME vs SAN
+577.9%
+7,085.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +2.5% | +3.4% | -0.9% | +1.1% |
| 30D | +13.9% | -6.3% | +20.2% | +16.1% |
| 3M | +22.4% | -14.1% | +36.5% | +28.3% |
| 6M | +12.9% | +4.2% | +8.7% | +9.3% |
| YTD | +19.6% | +9.0% | +10.6% | +11.7% |
| 1Y | +17.7% | +18.8% | -1.1% | +6.2% |
| 3Y | +65.3% | +252.0% | -186.7% | -6.7% |
| 5Y | +75.1% | +299.5% | -224.3% | -11.4% |
| 10Y | +305.8% | +276.7% | +29.1% | +87.7% |
| All | +7,663.3% | +577.9% | +7,085.4% | +2,522.2% |
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