+2,101.2%
SAN vs CPB
+325.7%
+1,775.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | +0.1% |
| 7D | +1.8% | -8.6% | +10.4% | +4.2% |
| 30D | +2.0% | -7.2% | +9.2% | +3.9% |
| 3M | +19.7% | +0.9% | +18.8% | +18.5% |
| 6M | +30.6% | -11.8% | +42.4% | +33.8% |
| YTD | +28.8% | -19.4% | +48.3% | +34.8% |
| 1Y | +57.8% | -30.4% | +88.1% | +71.4% |
| 3Y | +338.1% | -40.2% | +378.3% | +387.8% |
| 5Y | +384.2% | -39.5% | +423.7% | +428.7% |
| 10Y | +353.1% | -47.4% | +400.5% | +385.8% |
| All | +2,101.2% | +325.7% | +1,775.5% | +1,383.9% |
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