+52.4%
CL vs SAN
+347.3%
-294.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.2% | +1.8% | -4.0% | -2.4% |
| 30D | -4.8% | +2.0% | -6.8% | -5.1% |
| 3M | +4.9% | +19.7% | -14.8% | +2.5% |
| 6M | -5.7% | +30.6% | -36.3% | -9.0% |
| YTD | +14.4% | +28.8% | -14.5% | +10.3% |
| 1Y | +8.7% | +57.8% | -49.0% | +2.1% |
| 3Y | +30.0% | +338.1% | -308.1% | +5.6% |
| 5Y | +28.4% | +384.2% | -355.9% | +0.8% |
| All | +52.4% | +347.3% | -294.9% | +11.8% |
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