+250.9%
CP vs SAN
+236.7%
+14.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -1.0% |
| 7D | +2.8% | +4.9% | -2.1% | +1.2% |
| 30D | +10.2% | -13.0% | +23.2% | +15.0% |
| 3M | +2.4% | -18.9% | +21.2% | +9.1% |
| 6M | +7.7% | -4.1% | +11.8% | +8.1% |
| YTD | +26.0% | +2.6% | +23.4% | +22.4% |
| 1Y | +34.6% | +16.9% | +17.7% | +25.0% |
| 3Y | +26.7% | +239.1% | -212.4% | -20.4% |
| 5Y | +24.9% | +266.8% | -241.9% | -26.4% |
| All | +250.9% | +236.7% | +14.2% | +92.0% |
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 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