+459.7%
CMS vs SAN
+2,116.5%
-1,656.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +0.4% | +1.8% | -1.4% | +0.1% |
| 30D | -3.6% | +2.0% | -5.6% | -4.0% |
| 3M | -1.9% | +19.7% | -21.6% | -5.2% |
| 6M | -11.0% | +30.6% | -41.6% | -15.6% |
| YTD | +0.2% | +28.8% | -28.7% | -5.2% |
| 1Y | -1.3% | +57.8% | -59.1% | -10.1% |
| 3Y | +35.9% | +338.1% | -302.2% | +1.3% |
| 5Y | +23.1% | +384.2% | -361.1% | -12.4% |
| 10Y | +117.9% | +353.1% | -235.2% | +47.2% |
| All | +459.7% | +2,116.5% | -1,656.8% | +149.2% |
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