+4,577.2%
CNC vs SAN
+534.4%
+4,042.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +3.5% | +1.8% | +1.8% | +3.0% |
| 30D | +0.1% | +2.0% | -1.9% | -0.5% |
| 3M | +6.9% | +19.7% | -12.8% | +1.4% |
| 6M | +49.0% | +30.6% | +18.4% | +36.8% |
| YTD | +62.9% | +28.8% | +34.1% | +49.1% |
| 1Y | +134.0% | +57.8% | +76.2% | +101.8% |
| 3Y | +9.4% | +338.1% | -328.7% | -32.3% |
| 5Y | +4.1% | +384.2% | -380.1% | -40.0% |
| 10Y | +95.4% | +353.1% | -257.8% | +7.0% |
| All | +4,577.2% | +534.4% | +4,042.8% | +1,651.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling