+1,652.4%
SAN vs CPB
+360.6%
+1,291.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.9% |
| 7D | +4.9% | +8.0% | -3.1% | +2.8% |
| 30D | -13.0% | +22.4% | -35.4% | -17.8% |
| 3M | -18.9% | +2.5% | -21.4% | -19.9% |
| 6M | -4.1% | +12.2% | -16.4% | -8.3% |
| YTD | +2.6% | -12.8% | +15.4% | +4.6% |
| 1Y | +16.9% | -19.2% | +36.1% | +21.7% |
| 3Y | +239.1% | -35.6% | +274.6% | +269.1% |
| 5Y | +266.8% | -31.4% | +298.3% | +284.8% |
| 10Y | +246.0% | -37.9% | +284.0% | +250.6% |
| All | +1,652.4% | +360.6% | +1,291.8% | +1,052.0% |
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