+1,312.5%
CLS vs SAN
+356.8%
+955.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.9% |
| 7D | +12.8% | +3.3% | +9.4% | +10.7% |
| 30D | +3.8% | +1.1% | +2.7% | +3.2% |
| 3M | -14.6% | +22.2% | -36.8% | -24.0% |
| 6M | +32.2% | +36.0% | -3.8% | +10.7% |
| YTD | +11.6% | +28.2% | -16.6% | -4.9% |
| 1Y | +35.1% | +54.1% | -19.1% | +3.6% |
| 3Y | +1,312.5% | +354.2% | +958.3% | +549.4% |
| All | +1,312.5% | +356.8% | +955.8% | +549.4% |
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 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