+345.3%
SAN vs CNI
+138.2%
+207.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.7% |
| 7D | +0.2% | -0.4% | +0.6% | +0.5% |
| 30D | +0.9% | -2.7% | +3.6% | +2.8% |
| 3M | +19.1% | +3.9% | +15.2% | +15.3% |
| 6M | +33.2% | +16.4% | +16.8% | +18.8% |
| YTD | +29.1% | +25.8% | +3.3% | +8.4% |
| 1Y | +50.2% | +32.4% | +17.8% | +21.3% |
| 3Y | +351.0% | +19.1% | +332.0% | +281.1% |
| 5Y | +394.7% | +13.6% | +381.1% | +323.2% |
| All | +345.3% | +138.2% | +207.1% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling