-24.1%
CLS vs SAN
+13.0%
-37.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.8% | +7.4% | +5.9% |
| 7D | +23.5% | +1.0% | +22.5% | +22.7% |
| 30D | -28.9% | -9.4% | -19.6% | -24.9% |
| 3M | -25.2% | -17.1% | -8.0% | -16.9% |
| 6M | -32.1% | +2.2% | -34.3% | -33.1% |
| YTD | -14.1% | +6.0% | -20.0% | -22.1% |
| 1Y | -24.1% | +12.7% | -36.8% | -34.0% |
| All | -24.1% | +13.0% | -37.1% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling