-7.6%
CMG vs SAN
+343.8%
-351.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | -6.5% | -0.5% | -6.0% | -6.4% |
| 30D | +12.1% | -0.1% | +12.2% | +12.1% |
| 3M | +20.6% | +19.6% | +0.9% | +15.4% |
| 6M | +2.1% | +32.7% | -30.6% | -4.9% |
| YTD | -2.6% | +26.7% | -29.3% | -8.6% |
| 1Y | -8.7% | +51.6% | -60.3% | -17.7% |
| All | -7.6% | +343.8% | -351.4% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling