+7.2%
CNC vs SAN
+381.4%
-374.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 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% | -5.0% |
| 6M | +47.9% | +32.7% | +15.2% | +43.1% |
| YTD | +55.7% | +26.7% | +29.0% | +50.9% |
| 1Y | +106.2% | +51.6% | +54.6% | +95.2% |
| 3Y | -2.1% | +348.7% | -350.8% | -21.5% |
| All | +7.2% | +381.4% | -374.1% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling