-0.8%
CRM vs SAN
+385.2%
-386.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.3% | +1.4% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | +28.1% | +0.9% | +27.2% | +27.8% |
| 3M | +48.8% | +19.1% | +29.7% | +41.7% |
| 6M | +28.3% | +33.2% | -4.9% | +17.7% |
| YTD | -6.0% | +29.1% | -35.1% | -13.4% |
| 1Y | +1.4% | +50.2% | -48.8% | -11.1% |
| 3Y | +11.8% | +351.0% | -339.2% | -32.3% |
| All | -0.8% | +385.2% | -386.0% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling