+73.4%
CL vs SAN
+236.7%
-163.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.9% |
| 7D | +1.3% | +4.9% | -3.6% | +0.8% |
| 30D | +11.4% | -13.0% | +24.3% | +13.1% |
| 3M | +4.4% | -18.9% | +23.3% | +6.9% |
| 6M | +10.8% | -4.1% | +14.9% | +10.9% |
| YTD | +25.1% | +2.6% | +22.6% | +23.8% |
| 1Y | +28.0% | +16.9% | +11.0% | +24.5% |
| 3Y | +37.6% | +239.1% | -201.4% | +15.3% |
| 5Y | +39.7% | +266.8% | -227.1% | +13.6% |
| All | +73.4% | +236.7% | -163.3% | +33.3% |
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