+6,220.1%
CRS vs SAN
+1,735.1%
+4,485.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -3.0% |
| 7D | +4.8% | +4.0% | +0.8% | +2.9% |
| 30D | -23.2% | -7.8% | -15.4% | -20.1% |
| 3M | -45.5% | -16.4% | -29.1% | -40.8% |
| 6M | -33.1% | +3.5% | -36.6% | -34.6% |
| YTD | -7.2% | +6.7% | -13.9% | -11.4% |
| 1Y | -10.0% | +14.5% | -24.5% | -17.0% |
| 3Y | +332.3% | +243.5% | +88.8% | +130.0% |
| 5Y | +801.9% | +296.2% | +505.7% | +339.6% |
| 10Y | +820.9% | +268.5% | +552.4% | +370.4% |
| All | +6,220.1% | +1,735.1% | +4,485.0% | +2,443.6% |
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