+180.7%
CAT vs SNPS
+28.8%
+151.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.9% | -1.5% | -5.3% |
| 7D | -14.5% | -10.2% | -4.3% | -12.4% |
| 30D | -35.7% | -12.8% | -22.9% | -33.8% |
| 3M | -36.3% | +9.9% | -46.1% | -37.9% |
| 6M | -38.5% | -12.4% | -26.2% | -37.2% |
| YTD | -2.5% | -6.3% | +3.7% | -2.7% |
| 1Y | -1.9% | +7.6% | -9.5% | -4.9% |
| 3Y | +139.2% | -9.8% | +149.0% | +124.7% |
| All | +180.7% | +28.8% | +151.9% | +134.5% |
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