+3,896.6%
CMG vs SAN
+178.8%
+3,717.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.2% |
| 7D | -0.6% | +1.0% | -1.6% | -0.9% |
| 30D | +15.9% | -9.4% | +25.3% | +18.8% |
| 3M | +7.8% | -17.1% | +24.9% | +13.0% |
| 6M | +7.7% | +2.2% | +5.5% | +6.2% |
| YTD | -4.9% | +6.0% | -10.9% | -7.7% |
| 1Y | +12.3% | +12.7% | -0.4% | +7.2% |
| 3Y | -17.1% | +242.1% | -259.2% | -43.2% |
| 5Y | -5.6% | +293.6% | -299.2% | -39.6% |
| 10Y | +342.9% | +266.1% | +76.8% | +165.2% |
| All | +3,896.6% | +178.8% | +3,717.7% | +1,762.8% |
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