+334.8%
SAN vs CPB
-45.7%
+380.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.6% |
| 7D | +3.3% | -8.2% | +11.6% | +3.9% |
| 30D | +1.1% | -5.6% | +6.7% | +1.4% |
| 3M | +22.2% | +3.0% | +19.2% | +21.7% |
| 6M | +36.0% | -12.7% | +48.7% | +37.1% |
| YTD | +28.2% | -18.0% | +46.2% | +29.8% |
| 1Y | +54.1% | -31.7% | +85.9% | +58.3% |
| 3Y | +354.2% | -41.0% | +395.2% | +369.6% |
| 5Y | +387.3% | -38.4% | +425.7% | +399.7% |
| 10Y | +334.8% | -45.0% | +379.8% | +363.7% |
| All | +334.8% | -45.7% | +380.5% | +363.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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