+9.9%
CNP vs SAN
+55.7%
-45.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +1.6% | +3.3% | -1.7% | +1.8% |
| 30D | -0.8% | +1.1% | -1.9% | -0.7% |
| 3M | -3.6% | +22.2% | -25.8% | -2.8% |
| 6M | -6.9% | +36.0% | -43.0% | -6.0% |
| YTD | +6.4% | +28.2% | -21.8% | +6.8% |
| 1Y | +9.9% | +54.1% | -44.2% | +9.5% |
| All | +9.9% | +55.7% | -45.8% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling