+465.5%
CMS vs SAN
+1,664.5%
-1,199.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.7% |
| 7D | -1.3% | +4.9% | -6.2% | -2.2% |
| 30D | +6.3% | -13.0% | +19.3% | +8.8% |
| 3M | -2.1% | -18.9% | +16.8% | +1.3% |
| 6M | -5.1% | -4.1% | -0.9% | -4.9% |
| YTD | +1.3% | +2.6% | -1.3% | -0.5% |
| 1Y | -1.4% | +16.9% | -18.3% | -5.4% |
| 3Y | +36.9% | +239.1% | -202.1% | +6.6% |
| 5Y | +32.5% | +266.8% | -234.3% | -0.8% |
| 10Y | +126.8% | +246.0% | -119.3% | +60.7% |
| All | +465.5% | +1,664.5% | -1,199.0% | +161.5% |
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