+260.2%
SAN vs CRL
+353.6%
-93.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.4% |
| 7D | +10.8% | -1.7% | +12.5% | +10.9% |
| 30D | -5.7% | +14.6% | -20.3% | -9.8% |
| 3M | -13.4% | +24.8% | -38.3% | -19.1% |
| 6M | +3.5% | +94.7% | -91.1% | -15.0% |
| YTD | +9.7% | +73.4% | -63.6% | -7.7% |
| 1Y | +20.9% | +104.7% | -83.8% | -3.0% |
| 3Y | +254.3% | +101.1% | +153.2% | +164.8% |
| 5Y | +304.2% | -10.8% | +315.0% | +289.8% |
| 10Y | +260.2% | +358.8% | -98.6% | +67.7% |
| All | +260.2% | +353.6% | -93.4% | +67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling