+51.6%
SAN vs CPB
-30.8%
+82.5%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -0.5% | -8.0% | +7.5% | -1.1% |
| 30D | -0.1% | -2.4% | +2.3% | -0.2% |
| 3M | +19.6% | +0.5% | +19.1% | +19.9% |
| 6M | +32.7% | -10.5% | +43.1% | +32.2% |
| YTD | +26.7% | -17.5% | +44.2% | +24.9% |
| 1Y | +51.6% | -31.0% | +82.7% | +52.2% |
| All | +51.6% | -30.8% | +82.5% | +52.2% |
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