+7,539.9%
CP vs SAN
+2,116.5%
+5,423.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -2.7% | +1.8% | -4.4% | -3.2% |
| 30D | +0.2% | +2.0% | -1.8% | -0.5% |
| 3M | +2.6% | +19.7% | -17.2% | -3.6% |
| 6M | +6.0% | +30.6% | -24.7% | -3.5% |
| YTD | +24.9% | +28.8% | -3.9% | +13.5% |
| 1Y | +20.1% | +57.8% | -37.7% | +2.0% |
| 3Y | +16.4% | +338.1% | -321.7% | -30.2% |
| 5Y | +31.7% | +384.2% | -352.5% | -26.1% |
| 10Y | +223.9% | +353.1% | -129.3% | +73.9% |
| All | +7,539.9% | +2,116.5% | +5,423.5% | +2,895.8% |
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 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