+76.3%
CL vs SAN
+267.2%
-191.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.7% | +0.7% |
| 7D | +0.5% | +8.7% | -8.2% | -0.5% |
| 30D | +11.6% | -6.5% | +18.1% | +12.4% |
| 3M | +5.6% | -14.2% | +19.8% | +7.4% |
| 6M | +13.2% | +2.7% | +10.4% | +12.4% |
| YTD | +26.9% | +8.9% | +18.0% | +24.7% |
| 1Y | +27.3% | +23.4% | +4.0% | +23.1% |
| 3Y | +39.7% | +257.9% | -218.2% | +16.3% |
| 5Y | +41.3% | +297.8% | -256.4% | +13.8% |
| 10Y | +76.3% | +259.6% | -183.3% | +34.7% |
| All | +76.3% | +267.2% | -191.0% | +34.7% |
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