+26.8%
CP vs SAN
+294.7%
-267.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.0% |
| 3M | +2.3% | -17.1% | +19.4% | +7.1% |
| 6M | +10.7% | +2.2% | +8.5% | +9.1% |
| YTD | +29.3% | +6.0% | +23.3% | +25.0% |
| 1Y | +31.5% | +12.7% | +18.7% | +24.7% |
| 3Y | +36.7% | +242.1% | -205.4% | -8.2% |
| 5Y | +26.8% | +293.6% | -266.8% | -18.6% |
| All | +26.8% | +294.7% | -267.9% | -18.6% |
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