+176.4%
CNC vs SAN
+270.1%
-93.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.3% |
| 7D | +2.2% | +4.0% | -1.8% | +1.2% |
| 30D | +1.6% | -7.8% | +9.4% | +3.4% |
| 3M | +7.9% | -16.4% | +24.3% | +12.2% |
| 6M | +21.2% | +3.5% | +17.7% | +19.8% |
| YTD | +73.2% | +6.7% | +66.5% | +68.2% |
| 1Y | +97.5% | +14.5% | +83.0% | +88.4% |
| 3Y | -1.2% | +243.5% | -244.7% | -30.3% |
| 5Y | -6.1% | +296.2% | -302.2% | -38.7% |
| All | +176.4% | +270.1% | -93.7% | +72.9% |
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 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