+95.2%
CNC vs SAN
+357.1%
-261.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.1% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -1.0% | +0.9% | -1.9% | -1.2% |
| 3M | +4.5% | +19.1% | -14.6% | +0.3% |
| 6M | +85.2% | +33.2% | +52.0% | +72.3% |
| YTD | +61.4% | +29.1% | +32.3% | +50.1% |
| 1Y | +94.9% | +50.2% | +44.7% | +74.4% |
| 3Y | 0.0% | +351.0% | -351.0% | -34.7% |
| 5Y | +11.2% | +394.7% | -383.5% | -32.0% |
| All | +95.2% | +357.1% | -261.8% | +7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling