-53.4%
CPNG vs SAN
+51.4%
-104.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.3% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -7.4% | +0.9% | -8.3% | -7.7% |
| 3M | -12.3% | +19.1% | -31.5% | -17.4% |
| 6M | -19.4% | +33.2% | -52.6% | -26.9% |
| YTD | -35.9% | +29.1% | -65.0% | -41.0% |
| 1Y | -53.4% | +50.2% | -103.6% | -58.0% |
| All | -53.4% | +51.4% | -104.8% | -58.0% |
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