+421.5%
CARR vs SAN
+727.0%
-305.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.8% | +0.7% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | -8.9% | +0.9% | -9.9% | -9.2% |
| 3M | -17.3% | +19.1% | -36.4% | -21.9% |
| 6M | -1.4% | +33.2% | -34.6% | -10.1% |
| YTD | +10.0% | +29.1% | -19.1% | +0.6% |
| 1Y | -6.4% | +50.2% | -56.6% | -18.4% |
| 3Y | +1.5% | +351.0% | -349.5% | -38.0% |
| 5Y | +9.3% | +394.7% | -385.4% | -37.4% |
| All | +421.5% | +727.0% | -305.5% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling