-51.1%
CPNG vs SAN
+379.7%
-430.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -5.4% | -2.8% | -2.6% | -4.2% |
| 30D | -11.1% | -0.5% | -10.5% | -10.9% |
| 3M | -3.0% | +22.7% | -25.7% | -12.1% |
| 6M | -23.5% | +28.8% | -52.3% | -32.7% |
| YTD | -37.8% | +26.3% | -64.1% | -45.3% |
| 1Y | -54.3% | +48.8% | -103.2% | -63.2% |
| 3Y | -20.8% | +347.2% | -368.0% | -65.8% |
| 5Y | -51.1% | +383.8% | -434.8% | -81.6% |
| All | -51.1% | +379.7% | -430.8% | -81.6% |
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