-42.5%
CPNG vs SAN
+294.7%
-337.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.8% | -1.6% | -3.1% |
| 7D | -6.9% | +1.0% | -7.9% | -7.4% |
| 30D | +1.1% | -9.4% | +10.5% | +5.6% |
| 3M | -6.3% | -17.1% | +10.8% | +1.8% |
| 6M | -3.8% | +2.2% | -6.0% | -5.6% |
| YTD | -35.2% | +6.0% | -41.2% | -38.4% |
| 1Y | -47.0% | +12.7% | -59.7% | -51.2% |
| 3Y | -0.2% | +242.1% | -242.3% | -50.9% |
| 5Y | -42.5% | +293.6% | -336.1% | -77.6% |
| All | -42.5% | +294.7% | -337.2% | -77.6% |
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