+134.0%
CNC vs SAN
+58.9%
+75.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | +3.5% | +1.8% | +1.8% | +3.5% |
| 30D | +0.1% | +2.0% | -1.9% | 0.0% |
| 3M | +6.9% | +19.7% | -12.8% | +7.0% |
| 6M | +49.0% | +30.6% | +18.4% | +48.8% |
| YTD | +62.9% | +28.8% | +34.1% | +58.4% |
| 1Y | +134.0% | +57.8% | +76.2% | +110.9% |
| All | +134.0% | +58.9% | +75.1% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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