+1,416.6%
CRS vs SAN
+384.1%
+1,032.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | -0.5% | -0.5% | -0.1% | -0.3% |
| 30D | -18.1% | -0.1% | -18.0% | -18.2% |
| 3M | -12.4% | +19.6% | -32.1% | -20.4% |
| 6M | +15.9% | +32.7% | -16.8% | +0.3% |
| YTD | +45.8% | +26.7% | +19.1% | +27.0% |
| 1Y | +87.8% | +51.6% | +36.1% | +48.7% |
| 3Y | +648.7% | +348.7% | +300.0% | +217.2% |
| 5Y | +1,416.6% | +378.7% | +1,037.9% | +481.0% |
| All | +1,416.6% | +384.1% | +1,032.6% | +481.0% |
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