-69.2%
CPNG vs SAN
+325.4%
-394.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.9% |
| 7D | -6.8% | +4.0% | -10.8% | -8.4% |
| 30D | +5.5% | -7.8% | +13.3% | +9.1% |
| 3M | -6.8% | -16.4% | +9.6% | +0.5% |
| 6M | -4.8% | +3.5% | -8.4% | -7.0% |
| YTD | -35.6% | +6.7% | -42.3% | -38.8% |
| 1Y | -46.8% | +14.5% | -61.2% | -51.1% |
| 3Y | -0.8% | +243.5% | -244.3% | -48.6% |
| 5Y | -42.9% | +296.2% | -339.0% | -75.0% |
| All | -69.2% | +325.4% | -394.5% | -86.5% |
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