+96.3%
CAT vs SNPS
-34.8%
+131.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +5.6% | -5.5% | +11.1% | +6.2% |
| 30D | -2.3% | -5.8% | +3.4% | -1.8% |
| 3M | -10.0% | -17.2% | +7.2% | -8.3% |
| 6M | +21.2% | -10.4% | +31.6% | +22.4% |
| YTD | +44.4% | -16.5% | +61.0% | +46.2% |
| 1Y | +96.3% | -35.6% | +131.9% | +99.2% |
| All | +96.3% | -34.8% | +131.1% | +99.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling