-10.0%
CRM vs SAN
+23.5%
-33.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.4% | -4.2% | +2.4% |
| 7D | -6.2% | +4.5% | -10.7% | -6.1% |
| 30D | -1.2% | -12.1% | +10.9% | -1.8% |
| 3M | +19.1% | -15.6% | +34.7% | +18.4% |
| 6M | +23.0% | +5.8% | +17.2% | +21.4% |
| YTD | -13.7% | +5.5% | -19.1% | -12.9% |
| 1Y | -10.0% | +23.6% | -33.6% | -13.7% |
| All | -10.0% | +23.5% | -33.4% | -13.7% |
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