+68.0%
CNH vs SAN
+215.9%
-147.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.5% |
| 7D | +23.3% | +1.8% | +21.5% | +22.1% |
| 30D | +33.5% | +2.0% | +31.5% | +32.2% |
| 3M | +32.7% | +19.7% | +13.0% | +19.7% |
| 6M | +22.2% | +30.6% | -8.5% | +4.7% |
| YTD | +57.7% | +28.8% | +28.8% | +34.3% |
| 1Y | +28.0% | +57.8% | -29.8% | -3.4% |
| 3Y | +11.5% | +338.1% | -326.6% | -55.4% |
| 5Y | +11.9% | +384.2% | -372.4% | -59.8% |
| 10Y | +162.8% | +353.1% | -190.4% | -8.9% |
| All | +68.0% | +215.9% | -147.9% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling