+5,676.4%
CRM vs SAN
+363.9%
+5,312.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | -5.0% | -0.5% | -4.5% | -4.8% |
| 30D | +23.6% | -0.1% | +23.7% | +23.5% |
| 3M | +39.6% | +19.6% | +20.0% | +29.6% |
| 6M | +23.4% | +32.7% | -9.2% | +9.2% |
| YTD | -7.4% | +26.7% | -34.1% | -17.3% |
| 1Y | -2.3% | +51.6% | -54.0% | -18.9% |
| 3Y | +10.5% | +348.7% | -338.2% | -41.6% |
| 5Y | -4.7% | +378.7% | -383.5% | -52.8% |
| 10Y | +234.7% | +336.9% | -102.2% | +53.4% |
| All | +5,676.4% | +363.9% | +5,312.5% | +1,855.0% |
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 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