+1,323.2%
CRS vs SAN
+357.1%
+966.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -2.6% |
| 7D | -6.8% | +0.2% | -7.0% | -6.9% |
| 30D | -16.1% | +0.9% | -17.1% | -16.9% |
| 3M | -21.2% | +19.1% | -40.3% | -30.6% |
| 6M | +8.7% | +33.2% | -24.5% | -11.1% |
| YTD | +41.0% | +29.1% | +11.9% | +15.3% |
| 1Y | +82.7% | +50.2% | +32.4% | +33.9% |
| 3Y | +604.8% | +351.0% | +253.7% | +122.2% |
| 5Y | +1,384.7% | +394.7% | +990.0% | +311.0% |
| All | +1,323.2% | +357.1% | +966.1% | +293.6% |
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