-33.1%
CRS vs SAN
+4.9%
-38.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -3.0% |
| 7D | +4.8% | +4.0% | +0.8% | +2.7% |
| 30D | -23.2% | -7.8% | -15.4% | -20.1% |
| 3M | -45.5% | -16.4% | -29.1% | -41.3% |
| 6M | -33.1% | +3.5% | -36.6% | -36.8% |
| All | -33.1% | +4.9% | -38.1% | -36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling