+5,435.1%
CL vs SAN
+1,705.1%
+3,730.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +5.9% | +3.5% | +2.5% | +5.3% |
| 30D | +13.8% | -13.2% | +27.0% | +16.2% |
| 3M | +6.4% | -16.9% | +23.4% | +9.4% |
| 6M | +15.6% | +2.3% | +13.3% | +14.6% |
| YTD | +27.9% | +4.9% | +23.0% | +25.7% |
| 1Y | +31.4% | +20.4% | +11.0% | +26.2% |
| 3Y | +41.4% | +243.2% | -201.8% | +12.6% |
| 5Y | +42.8% | +275.3% | -232.5% | +9.6% |
| 10Y | +79.7% | +254.0% | -174.3% | +32.1% |
| All | +5,435.1% | +1,705.1% | +3,730.0% | +2,865.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling