+648.9%
CRS vs SAN
+356.8%
+292.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.3% |
| 7D | -3.1% | +3.3% | -6.4% | -4.4% |
| 30D | -19.6% | +1.1% | -20.7% | -20.0% |
| 3M | -8.1% | +22.2% | -30.3% | -15.6% |
| 6M | +18.6% | +36.0% | -17.5% | +4.7% |
| YTD | +45.9% | +28.2% | +17.6% | +29.5% |
| 1Y | +82.5% | +54.1% | +28.3% | +50.6% |
| 3Y | +648.9% | +354.2% | +294.7% | +285.4% |
| All | +648.9% | +356.8% | +292.1% | +285.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling