+84.9%
CL vs SAN
+255.1%
-170.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +2.6% | +10.8% | -8.2% | +1.3% |
| 30D | +11.8% | -5.7% | +17.5% | +12.4% |
| 3M | +5.9% | -13.4% | +19.3% | +7.6% |
| 6M | +13.3% | +3.5% | +9.8% | +12.4% |
| YTD | +27.1% | +9.7% | +17.4% | +24.8% |
| 1Y | +28.0% | +20.9% | +7.1% | +24.1% |
| 3Y | +39.4% | +254.3% | -214.9% | +16.2% |
| 5Y | +40.8% | +304.2% | -263.5% | +13.0% |
| 10Y | +84.9% | +260.2% | -175.4% | +41.1% |
| All | +84.9% | +255.1% | -170.2% | +41.1% |
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