-21.9%
CPNG vs SAN
+343.8%
-365.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | -7.6% | -0.5% | -7.1% | -7.4% |
| 30D | -8.8% | -0.1% | -8.8% | -8.8% |
| 3M | -7.2% | +19.6% | -26.9% | -12.9% |
| 6M | -21.5% | +32.7% | -54.2% | -29.0% |
| YTD | -37.4% | +26.7% | -64.1% | -42.9% |
| 1Y | -54.3% | +51.6% | -106.0% | -60.9% |
| All | -21.9% | +343.8% | -365.7% | -52.4% |
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