+74.4%
CNP vs SAN
+381.6%
-307.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +1.1% | +1.8% | -0.7% | +0.9% |
| 30D | -1.8% | +2.0% | -3.8% | -2.1% |
| 3M | -4.6% | +19.7% | -24.4% | -6.7% |
| 6M | -8.8% | +30.6% | -39.5% | -12.0% |
| YTD | +5.2% | +28.8% | -23.6% | +1.5% |
| 1Y | +8.3% | +57.8% | -49.5% | +1.3% |
| 3Y | +54.9% | +338.1% | -283.2% | +22.0% |
| All | +74.4% | +381.6% | -307.1% | +30.9% |
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