-10.0%
CRM vs SNPS
+6.4%
-16.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -6.2% | -3.9% | -2.3% | -4.9% |
| 30D | -1.2% | -5.2% | +4.1% | +0.5% |
| 3M | +19.1% | +14.6% | +4.5% | +10.8% |
| 6M | +23.0% | -6.9% | +29.9% | +23.3% |
| YTD | -13.7% | -1.4% | -12.2% | -15.0% |
| 1Y | -10.0% | +11.2% | -21.2% | -15.3% |
| All | -10.0% | +6.4% | -16.4% | -15.3% |
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