+1,762.8%
SAN vs CPB
+349.9%
+1,412.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +3.4% | -4.1% | +7.5% | +4.6% |
| 30D | -6.3% | +16.9% | -23.2% | -10.4% |
| 3M | -14.1% | -0.6% | -13.6% | -14.5% |
| 6M | +4.2% | +11.4% | -7.2% | -0.2% |
| YTD | +9.0% | -14.8% | +23.9% | +11.9% |
| 1Y | +18.8% | -24.8% | +43.5% | +26.1% |
| 3Y | +252.0% | -36.6% | +288.6% | +284.7% |
| 5Y | +299.5% | -33.3% | +332.8% | +322.2% |
| 10Y | +276.7% | -40.4% | +317.0% | +286.6% |
| All | +1,762.8% | +349.9% | +1,412.9% | +1,132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling