+213.9%
CAT vs SNPS
+30.3%
+183.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +7.4% | +1.1% | +6.4% | +7.2% |
| 30D | -19.7% | -5.2% | -14.5% | -18.7% |
| 3M | -29.6% | +10.6% | -40.2% | -31.4% |
| 6M | -33.2% | -10.6% | -22.6% | -32.0% |
| YTD | +5.7% | -3.1% | +8.8% | +4.8% |
| 1Y | +9.3% | +15.6% | -6.2% | +4.4% |
| 3Y | +158.3% | -12.9% | +171.3% | +144.9% |
| All | +213.9% | +30.3% | +183.6% | +161.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling