-22.0%
CEG vs SNPS
+15.4%
-37.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | +11.8% | -0.2% | +12.0% | +11.9% |
| 30D | -6.5% | -8.0% | +1.5% | -4.6% |
| 3M | -1.2% | +12.5% | -13.6% | -3.9% |
| 6M | -8.0% | -10.5% | +2.4% | -4.5% |
| YTD | -21.9% | -1.6% | -20.3% | -23.1% |
| All | -22.0% | +15.4% | -37.3% | -27.2% |
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