+18.8%
SAN vs CPB
-23.3%
+42.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.7% |
| 7D | +3.4% | -4.1% | +7.5% | +3.1% |
| 30D | -6.3% | +16.9% | -23.2% | -4.7% |
| 3M | -14.1% | -0.6% | -13.6% | -13.8% |
| 6M | +4.2% | +11.4% | -7.2% | +5.7% |
| YTD | +9.0% | -14.8% | +23.9% | +7.0% |
| 1Y | +18.8% | -24.8% | +43.5% | +15.4% |
| All | +18.8% | -23.3% | +42.0% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling