+3,231.7%
CLS vs SAN
+396.6%
+2,835.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +4.6% | +1.8% | +2.8% | +3.7% |
| 30D | -13.9% | +2.0% | -15.9% | -14.7% |
| 3M | -26.6% | +19.7% | -46.3% | -32.8% |
| 6M | +15.4% | +30.6% | -15.2% | +1.0% |
| YTD | +5.7% | +28.8% | -23.2% | -7.7% |
| 1Y | +41.1% | +57.8% | -16.6% | +11.7% |
| 3Y | +1,228.6% | +338.1% | +890.5% | +528.4% |
| 5Y | +3,240.6% | +384.2% | +2,856.4% | +1,353.7% |
| 10Y | +2,760.3% | +353.1% | +2,407.2% | +1,082.6% |
| All | +3,231.7% | +396.6% | +2,835.1% | +701.6% |
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 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