+152.4%
CMI vs SAN
+343.8%
-191.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | -12.3% | -0.1% | -12.2% | -12.3% |
| 3M | -16.8% | +19.6% | -36.4% | -22.4% |
| 6M | +1.5% | +32.7% | -31.2% | -9.0% |
| YTD | +9.8% | +26.7% | -16.9% | -0.6% |
| 1Y | +42.6% | +51.6% | -9.1% | +21.6% |
| All | +152.4% | +343.8% | -191.4% | +57.5% |
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 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