+19.1%
CNH vs SAN
+12.6%
+6.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +3.0% | +4.0% | -1.0% | +1.5% |
| 30D | -0.6% | -7.8% | +7.2% | +2.7% |
| 3M | +14.6% | -16.4% | +31.0% | +23.1% |
| 6M | +11.8% | +3.5% | +8.2% | +10.3% |
| YTD | +30.4% | +6.7% | +23.7% | +21.0% |
| 1Y | +19.1% | +14.5% | +4.6% | +6.0% |
| All | +19.1% | +12.6% | +6.4% | +6.0% |
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 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