+23.6%
SAN vs CRL
+85.3%
-61.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -7.3% | +13.7% | +7.6% |
| 7D | +4.5% | -12.8% | +17.3% | +6.9% |
| 30D | -12.1% | +5.0% | -17.1% | -13.7% |
| 3M | -15.6% | +39.4% | -54.9% | -21.8% |
| 6M | +5.8% | +89.4% | -83.6% | -8.9% |
| YTD | +5.5% | +63.6% | -58.1% | -6.1% |
| 1Y | +23.6% | +83.5% | -59.9% | +8.4% |
| All | +23.6% | +85.3% | -61.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling