+2,104.6%
CLS vs SAN
+295.3%
+1,809.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.6% |
| 7D | -22.2% | +4.9% | -27.1% | -24.4% |
| 30D | -44.4% | -13.0% | -31.4% | -40.8% |
| 3M | -34.3% | -18.9% | -15.4% | -27.7% |
| 6M | -50.1% | -4.1% | -45.9% | -49.5% |
| YTD | -30.1% | +2.6% | -32.7% | -32.1% |
| 1Y | -39.3% | +16.9% | -56.3% | -44.8% |
| 3Y | +732.7% | +239.1% | +493.7% | +344.4% |
| 5Y | +1,777.2% | +266.8% | +1,510.4% | +830.7% |
| 10Y | +1,645.6% | +246.0% | +1,399.6% | +720.8% |
| All | +2,104.6% | +295.3% | +1,809.2% | +489.2% |
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