-3.6%
CNC vs SAN
+343.8%
-347.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | -4.9% | -0.5% | -4.4% | -4.8% |
| 30D | -3.8% | -0.1% | -3.7% | -3.8% |
| 3M | -3.2% | +19.6% | -22.9% | -3.8% |
| 6M | +47.9% | +32.7% | +15.2% | +46.0% |
| YTD | +55.7% | +26.7% | +29.0% | +53.5% |
| 1Y | +106.2% | +51.6% | +54.6% | +100.4% |
| All | -3.6% | +343.8% | -347.4% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling