+1,860.4%
CNP vs SAN
+1,664.5%
+195.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +2.2% |
| 7D | -4.2% | +4.9% | -9.1% | -5.2% |
| 30D | +5.5% | -13.0% | +18.5% | +8.3% |
| 3M | +0.6% | -18.9% | +19.4% | +4.5% |
| 6M | -2.8% | -4.1% | +1.3% | -2.7% |
| YTD | +7.9% | +2.6% | +5.3% | +5.7% |
| 1Y | +6.7% | +16.9% | -10.3% | +1.6% |
| 3Y | +61.1% | +239.1% | -177.9% | +21.0% |
| 5Y | +73.0% | +266.8% | -193.9% | +24.5% |
| 10Y | +141.9% | +246.0% | -104.1% | +68.8% |
| All | +1,860.4% | +1,664.5% | +195.9% | +994.1% |
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