+474.3%
SAN vs CRL
+1,379.5%
-905.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | +1.8% | -1.0% | +2.8% | +2.1% |
| 30D | +2.0% | +10.7% | -8.7% | -1.3% |
| 3M | +19.7% | +55.3% | -35.6% | +3.4% |
| 6M | +30.6% | +60.7% | -30.0% | +10.5% |
| YTD | +28.8% | +44.6% | -15.8% | +12.2% |
| 1Y | +57.8% | +77.7% | -20.0% | +27.4% |
| 3Y | +338.1% | +37.6% | +300.5% | +257.6% |
| 5Y | +384.2% | -35.8% | +420.0% | +396.1% |
| 10Y | +353.1% | +241.7% | +111.4% | +142.1% |
| All | +474.3% | +1,379.5% | -905.2% | +101.6% |
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