+143.3%
CNP vs SAN
+255.1%
-111.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | -3.0% | +10.8% | -13.8% | -5.7% |
| 30D | +6.8% | -5.7% | +12.6% | +8.2% |
| 3M | +3.6% | -13.4% | +17.1% | +7.1% |
| 6M | 0.0% | +3.5% | -3.6% | -2.0% |
| YTD | +9.4% | +9.7% | -0.3% | +4.3% |
| 1Y | +6.8% | +20.9% | -14.0% | -1.1% |
| 3Y | +64.2% | +254.3% | -190.1% | +6.1% |
| 5Y | +76.0% | +304.2% | -228.2% | +4.3% |
| 10Y | +143.3% | +260.2% | -116.9% | +28.5% |
| All | +143.3% | +255.1% | -111.8% | +28.5% |
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