+40.7%
CL vs SAN
+243.2%
-202.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +5.9% | +3.5% | +2.5% | +5.7% |
| 30D | +13.8% | -13.2% | +27.0% | +14.6% |
| 3M | +6.4% | -16.9% | +23.4% | +7.4% |
| 6M | +15.6% | +2.3% | +13.3% | +15.1% |
| YTD | +27.9% | +4.9% | +23.0% | +26.8% |
| 1Y | +31.4% | +20.4% | +11.0% | +29.2% |
| All | +40.7% | +243.2% | -202.6% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling