+2,029.3%
CLS vs SAN
+267.7%
+1,761.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.8% | +7.4% | +6.0% |
| 7D | +23.5% | +1.0% | +22.5% | +22.8% |
| 30D | -28.9% | -9.4% | -19.6% | -25.6% |
| 3M | -25.2% | -17.1% | -8.0% | -18.1% |
| 6M | -32.1% | +2.2% | -34.3% | -33.5% |
| YTD | -14.1% | +6.0% | -20.0% | -18.2% |
| 1Y | -24.1% | +12.7% | -36.8% | -30.0% |
| 3Y | +897.0% | +242.1% | +654.8% | +417.3% |
| 5Y | +2,089.9% | +293.6% | +1,796.3% | +915.2% |
| All | +2,029.3% | +267.7% | +1,761.6% | +811.9% |
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