-46.9%
CPNG vs SAN
+23.5%
-70.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +6.4% | +5.5% | +9.7% |
| 7D | +20.8% | +4.5% | +16.3% | +19.0% |
| 30D | +20.1% | -12.1% | +32.2% | +24.6% |
| 3M | +1.6% | -15.6% | +17.2% | +6.7% |
| 6M | -15.8% | +5.8% | -21.6% | -18.0% |
| YTD | -27.7% | +5.5% | -33.2% | -29.2% |
| 1Y | -46.9% | +23.6% | -70.5% | -48.8% |
| All | -46.9% | +23.5% | -70.4% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling