+31.5%
CVS vs SAN
+381.9%
-350.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.6% | +3.3% | -4.9% | -2.0% |
| 30D | +0.4% | +1.1% | -0.7% | +0.2% |
| 3M | -0.4% | +22.2% | -22.6% | -3.0% |
| 6M | +25.1% | +36.0% | -10.9% | +19.9% |
| YTD | +23.9% | +28.2% | -4.4% | +19.0% |
| 1Y | +41.1% | +54.1% | -13.1% | +31.6% |
| 3Y | +63.6% | +354.2% | -290.6% | +26.5% |
| 5Y | +31.5% | +387.3% | -355.8% | -2.0% |
| All | +31.5% | +381.9% | -350.4% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling