+383.8%
SAN vs CNI
+11.3%
+372.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | -2.8% | -1.1% | -1.7% | -2.2% |
| 30D | -0.5% | -3.5% | +3.0% | +1.3% |
| 3M | +22.7% | +2.2% | +20.5% | +20.7% |
| 6M | +28.8% | +15.1% | +13.7% | +18.5% |
| YTD | +26.3% | +24.7% | +1.6% | +10.7% |
| 1Y | +48.8% | +33.4% | +15.5% | +25.4% |
| 3Y | +347.2% | +19.5% | +327.7% | +289.4% |
| 5Y | +383.8% | +12.6% | +371.2% | +336.8% |
| All | +383.8% | +11.3% | +372.5% | +336.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling