+838.1%
CLS vs SAN
+247.1%
+591.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.0% | -5.7% |
| 7D | +16.3% | +4.0% | +12.3% | +13.7% |
| 30D | -25.7% | -7.8% | -17.8% | -22.5% |
| 3M | -30.9% | -16.4% | -14.5% | -23.9% |
| 6M | -35.5% | +3.5% | -39.0% | -37.3% |
| YTD | -18.7% | +6.7% | -25.4% | -23.6% |
| 1Y | -17.9% | +14.5% | -32.4% | -26.0% |
| 3Y | +838.1% | +243.5% | +594.6% | +412.6% |
| All | +838.1% | +247.1% | +591.0% | +412.6% |
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