+357.2%
SAN vs CRL
+1,630.9%
-1,273.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.8% | -10.1% | -4.7% |
| 7D | +4.9% | -6.1% | +11.0% | +6.3% |
| 30D | -13.0% | +12.4% | -25.4% | -16.9% |
| 3M | -18.9% | +27.1% | -46.0% | -25.6% |
| 6M | -4.1% | +85.7% | -89.9% | -22.9% |
| YTD | +2.6% | +69.2% | -66.6% | -15.9% |
| 1Y | +16.9% | +97.5% | -80.6% | -8.8% |
| 3Y | +239.1% | +86.1% | +153.0% | +148.8% |
| 5Y | +266.8% | -10.0% | +276.9% | +234.0% |
| 10Y | +246.0% | +395.0% | -148.9% | +62.0% |
| All | +357.2% | +1,630.9% | -1,273.7% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling