+221.2%
CP vs SAN
+347.3%
-126.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -2.7% | +1.8% | -4.4% | -3.2% |
| 30D | +0.2% | +2.0% | -1.8% | -0.5% |
| 3M | +2.6% | +19.7% | -17.2% | -3.8% |
| 6M | +6.0% | +30.6% | -24.7% | -3.8% |
| YTD | +24.9% | +28.8% | -3.9% | +13.2% |
| 1Y | +20.1% | +57.8% | -37.7% | +1.3% |
| 3Y | +16.4% | +338.1% | -321.7% | -32.3% |
| 5Y | +31.7% | +384.2% | -352.5% | -29.0% |
| All | +221.2% | +347.3% | -126.1% | +62.8% |
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