+110.5%
CNC vs SAN
+23.5%
+87.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +6.4% | +6.2% | +12.0% |
| 7D | +13.4% | +4.5% | +8.8% | +12.8% |
| 30D | +18.2% | -12.1% | +30.3% | +18.2% |
| 3M | +18.6% | -15.6% | +34.2% | +18.6% |
| 6M | +41.9% | +5.8% | +36.1% | +44.7% |
| YTD | +84.7% | +5.5% | +79.3% | +85.8% |
| 1Y | +110.5% | +23.6% | +86.9% | +111.3% |
| All | +110.5% | +23.5% | +87.0% | +111.3% |
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