+19.4%
CNH vs SAN
+55.7%
-36.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.4% |
| 7D | +8.8% | +3.3% | +5.5% | +7.5% |
| 30D | +24.7% | +1.1% | +23.6% | +24.2% |
| 3M | +27.3% | +22.2% | +5.1% | +18.4% |
| 6M | +23.2% | +36.0% | -12.9% | +10.6% |
| YTD | +48.9% | +28.2% | +20.7% | +32.2% |
| 1Y | +19.4% | +54.1% | -34.7% | +4.9% |
| All | +19.4% | +55.7% | -36.3% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling