+54.1%
SAN vs CRL
+72.1%
-17.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | 0.0% |
| 7D | +3.3% | -0.6% | +3.9% | +3.4% |
| 30D | +1.1% | +5.0% | -3.9% | +0.3% |
| 3M | +22.2% | +50.6% | -28.4% | +13.7% |
| 6M | +36.0% | +60.9% | -24.9% | +23.9% |
| YTD | +28.2% | +40.7% | -12.5% | +19.4% |
| 1Y | +54.1% | +73.3% | -19.2% | +40.0% |
| All | +54.1% | +72.1% | -17.9% | +40.0% |
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