+28,620.0%
CAT vs SNPS
+5,427.6%
+23,192.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | +2.8% |
| 7D | +1.7% | -11.0% | +12.7% | +4.1% |
| 30D | -6.6% | -1.7% | -4.8% | -6.5% |
| 3M | -13.3% | -20.4% | +7.1% | -9.5% |
| 6M | +11.6% | -8.6% | +20.2% | +12.7% |
| YTD | +42.9% | -16.2% | +59.1% | +46.4% |
| 1Y | +95.4% | -34.6% | +130.0% | +105.2% |
| 3Y | +196.6% | -14.5% | +211.1% | +189.5% |
| 5Y | +321.7% | +17.0% | +304.7% | +278.1% |
| 10Y | +1,140.8% | +560.0% | +580.8% | +670.7% |
| All | +28,620.0% | +5,427.6% | +23,192.5% | +11,542.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling