-69.0%
CPNG vs SAN
+413.7%
-482.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -7.4% | +1.8% | -9.2% | -8.2% |
| 30D | -4.4% | +2.0% | -6.4% | -5.3% |
| 3M | -7.5% | +19.7% | -27.2% | -14.8% |
| 6M | -19.9% | +30.6% | -50.6% | -29.6% |
| YTD | -35.2% | +28.8% | -64.0% | -43.1% |
| 1Y | -46.8% | +57.8% | -104.5% | -57.7% |
| 3Y | -20.2% | +338.1% | -358.3% | -63.1% |
| 5Y | -48.4% | +384.2% | -432.6% | -79.2% |
| All | -69.0% | +413.7% | -482.7% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling