+106.3%
CNH vs SAN
+255.1%
-148.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.8% |
| 7D | +4.5% | +10.8% | -6.2% | -1.3% |
| 30D | +7.6% | -5.7% | +13.4% | +10.8% |
| 3M | +17.0% | -13.4% | +30.4% | +26.1% |
| 6M | +12.9% | +3.5% | +9.4% | +9.7% |
| YTD | +34.3% | +9.7% | +24.5% | +24.3% |
| 1Y | +28.5% | +20.9% | +7.7% | +12.5% |
| 3Y | +31.9% | +254.3% | -222.4% | -41.2% |
| 5Y | -9.6% | +304.2% | -313.8% | -64.6% |
| 10Y | +106.3% | +260.2% | -153.9% | -15.2% |
| All | +106.3% | +255.1% | -148.8% | -15.2% |
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 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