+149.5%
CNH vs SAN
+338.5%
-189.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.3% |
| 7D | +8.8% | +3.3% | +5.5% | +6.9% |
| 30D | +24.7% | +1.1% | +23.6% | +24.1% |
| 3M | +27.3% | +22.2% | +5.1% | +13.7% |
| 6M | +23.2% | +36.0% | -12.9% | +3.3% |
| YTD | +48.9% | +28.2% | +20.7% | +27.3% |
| 1Y | +19.4% | +54.1% | -34.7% | -8.6% |
| 3Y | +7.8% | +354.2% | -346.5% | -58.1% |
| 5Y | +8.7% | +387.3% | -378.6% | -61.5% |
| 10Y | +149.5% | +334.8% | -185.3% | -9.0% |
| All | +149.5% | +338.5% | -189.0% | -9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling