+14.5%
SAN vs CPB
-22.0%
+36.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.8% |
| 7D | +4.0% | -1.6% | +5.6% | +3.9% |
| 30D | -7.8% | +19.2% | -27.0% | -6.2% |
| 3M | -16.4% | -0.9% | -15.4% | -16.2% |
| 6M | +3.5% | +15.2% | -11.7% | +5.2% |
| YTD | +6.7% | -13.1% | +19.8% | +5.0% |
| 1Y | +14.5% | -22.4% | +36.9% | +12.1% |
| All | +14.5% | -22.0% | +36.5% | +12.1% |
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