+1,812.7%
CNP vs SAN
+2,116.5%
-303.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +1.1% | +1.8% | -0.7% | +0.7% |
| 30D | -1.8% | +2.0% | -3.8% | -2.3% |
| 3M | -4.6% | +19.7% | -24.4% | -8.3% |
| 6M | -8.8% | +30.6% | -39.5% | -14.3% |
| YTD | +5.2% | +28.8% | -23.6% | -1.2% |
| 1Y | +8.3% | +57.8% | -49.5% | -2.7% |
| 3Y | +54.9% | +338.1% | -283.2% | +10.6% |
| 5Y | +73.5% | +384.2% | -310.7% | +18.2% |
| 10Y | +139.1% | +353.1% | -214.0% | +58.6% |
| All | +1,812.7% | +2,116.5% | -303.8% | +923.0% |
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