+37.4%
CMI vs SAN
+51.4%
-14.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.0% | +0.1% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -12.4% | +0.9% | -13.3% | -12.9% |
| 3M | -14.8% | +19.1% | -33.9% | -22.0% |
| 6M | +0.8% | +33.2% | -32.4% | -12.7% |
| YTD | +10.2% | +29.1% | -18.9% | -5.1% |
| 1Y | +37.4% | +50.2% | -12.8% | +12.7% |
| All | +37.4% | +51.4% | -14.0% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling