+4,100.0%
CMG vs SAN
+239.0%
+3,861.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -2.8% | +1.8% | -4.6% | -3.3% |
| 30D | +7.1% | +2.0% | +5.1% | +6.6% |
| 3M | +31.2% | +19.7% | +11.4% | +24.5% |
| 6M | +0.7% | +30.6% | -30.0% | -7.0% |
| YTD | -0.1% | +28.8% | -29.0% | -7.8% |
| 1Y | -10.7% | +57.8% | -68.5% | -22.2% |
| 3Y | -4.7% | +338.1% | -342.8% | -38.9% |
| 5Y | -3.8% | +384.2% | -388.0% | -41.8% |
| 10Y | +352.5% | +353.1% | -0.7% | +155.6% |
| All | +4,100.0% | +239.0% | +3,861.0% | +1,762.5% |
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