+815.9%
CRS vs SAN
+294.0%
+521.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -3.0% |
| 7D | +4.8% | +4.0% | +0.8% | +2.8% |
| 30D | -23.2% | -7.8% | -15.4% | -19.9% |
| 3M | -45.5% | -16.4% | -29.1% | -40.6% |
| 6M | -33.1% | +3.5% | -36.6% | -34.7% |
| YTD | -7.2% | +6.7% | -13.9% | -12.1% |
| 1Y | -10.0% | +14.5% | -24.5% | -17.8% |
| 3Y | +332.3% | +243.5% | +88.8% | +112.2% |
| All | +815.9% | +294.0% | +521.8% | +301.0% |
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 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