+9.2%
CNH vs SAN
+235.5%
-226.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +3.6% |
| 7D | -1.7% | +4.9% | -6.6% | -3.6% |
| 30D | -7.2% | -13.0% | +5.8% | -2.4% |
| 3M | +6.5% | -18.9% | +25.4% | +14.9% |
| 6M | +7.9% | -4.1% | +12.0% | +9.1% |
| YTD | +26.6% | +2.6% | +24.0% | +23.4% |
| 1Y | +13.8% | +16.9% | -3.2% | +5.7% |
| 3Y | +9.2% | +239.1% | -229.9% | -35.8% |
| All | +9.2% | +235.5% | -226.3% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling