+389.1%
SAN vs CRL
+1,673.3%
-1,284.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.5% |
| 7D | +10.8% | -1.7% | +12.5% | +10.9% |
| 30D | -5.7% | +14.6% | -20.3% | -10.5% |
| 3M | -13.4% | +24.8% | -38.3% | -20.1% |
| 6M | +3.5% | +94.7% | -91.1% | -17.9% |
| YTD | +9.7% | +73.4% | -63.6% | -10.6% |
| 1Y | +20.9% | +104.7% | -83.8% | -6.8% |
| 3Y | +254.3% | +101.1% | +153.2% | +153.5% |
| 5Y | +304.2% | -10.8% | +315.0% | +269.7% |
| 10Y | +260.2% | +358.8% | -98.6% | +73.5% |
| All | +389.1% | +1,673.3% | -1,284.2% | +60.6% |
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