+238.9%
CRM vs SAN
+357.1%
-118.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.3% | +1.3% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | +28.1% | +0.9% | +27.2% | +27.7% |
| 3M | +48.8% | +19.1% | +29.7% | +41.5% |
| 6M | +28.3% | +33.2% | -4.9% | +17.4% |
| YTD | -6.0% | +29.1% | -35.1% | -13.7% |
| 1Y | +1.4% | +50.2% | -48.8% | -11.0% |
| 3Y | +11.8% | +351.0% | -339.2% | -30.2% |
| 5Y | -2.0% | +394.7% | -396.7% | -42.4% |
| All | +238.9% | +357.1% | -118.2% | +93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling