+10,197.9%
CRS vs SAN
+2,116.5%
+8,081.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | -0.2% | +1.8% | -2.0% | -1.1% |
| 30D | -16.6% | +2.0% | -18.6% | -17.5% |
| 3M | -3.5% | +19.7% | -23.2% | -11.8% |
| 6M | +15.4% | +30.6% | -15.2% | +1.5% |
| YTD | +51.2% | +28.8% | +22.3% | +32.1% |
| 1Y | +98.3% | +57.8% | +40.5% | +57.0% |
| 3Y | +651.5% | +338.1% | +313.4% | +256.4% |
| 5Y | +1,411.1% | +384.2% | +1,026.9% | +569.8% |
| 10Y | +1,424.3% | +353.1% | +1,071.2% | +604.3% |
| All | +10,197.9% | +2,116.5% | +8,081.4% | +3,694.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling