-4.2%
CTVA vs SAN
+12.6%
-16.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.5% |
| 7D | -20.8% | +4.0% | -24.8% | -20.7% |
| 30D | -29.6% | -7.8% | -21.8% | -29.6% |
| 3M | -16.9% | -16.4% | -0.5% | -17.0% |
| 6M | -24.3% | +3.5% | -27.8% | -24.2% |
| YTD | -5.6% | +6.7% | -12.3% | -7.9% |
| 1Y | -4.2% | +14.5% | -18.7% | -8.2% |
| All | -4.2% | +12.6% | -16.8% | -8.2% |
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