+39.1%
CP vs SAN
+244.8%
-205.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.6% |
| 7D | +0.9% | +1.0% | -0.1% | +0.6% |
| 30D | +10.3% | -9.4% | +19.7% | +12.7% |
| 3M | +2.3% | -17.1% | +19.4% | +6.7% |
| 6M | +10.7% | +2.2% | +8.5% | +9.1% |
| YTD | +29.3% | +6.0% | +23.3% | +24.8% |
| 1Y | +31.5% | +12.7% | +18.7% | +24.5% |
| All | +39.1% | +244.8% | -205.7% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling