+1,126.0%
CAT vs SNPS
+554.7%
+571.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +5.6% | -5.5% | +11.1% | +7.1% |
| 30D | -2.3% | -5.8% | +3.4% | -1.2% |
| 3M | -10.0% | -17.2% | +7.2% | -5.8% |
| 6M | +21.2% | -10.4% | +31.6% | +23.4% |
| YTD | +44.4% | -16.5% | +61.0% | +49.1% |
| 1Y | +96.3% | -35.6% | +131.9% | +110.2% |
| 3Y | +203.9% | -14.6% | +218.5% | +185.5% |
| 5Y | +333.5% | +16.5% | +317.0% | +252.8% |
| 10Y | +1,126.0% | +556.6% | +569.5% | +309.0% |
| All | +1,126.0% | +554.7% | +571.4% | +309.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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