+39.9%
CL vs SAN
+267.8%
-227.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -2.0% |
| 7D | +1.3% | +4.9% | -3.6% | +0.9% |
| 30D | +11.4% | -13.0% | +24.3% | +12.6% |
| 3M | +4.4% | -18.9% | +23.3% | +6.2% |
| 6M | +10.8% | -4.1% | +14.9% | +10.9% |
| YTD | +25.1% | +2.6% | +22.6% | +24.1% |
| 1Y | +28.0% | +16.9% | +11.0% | +25.3% |
| 3Y | +37.6% | +239.1% | -201.4% | +20.1% |
| All | +39.9% | +267.8% | -227.9% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling