+11.8%
CRM vs SNPS
-13.6%
+25.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +1.9% |
| 7D | -4.4% | +0.9% | -5.3% | -4.7% |
| 30D | +28.1% | -3.6% | +31.8% | +30.0% |
| 3M | +48.8% | -12.9% | +61.7% | +55.2% |
| 6M | +28.3% | -8.2% | +36.5% | +31.0% |
| YTD | -6.0% | -15.4% | +9.4% | -1.7% |
| 1Y | +1.4% | -9.3% | +10.7% | +3.0% |
| 3Y | +11.8% | -14.0% | +25.8% | +0.7% |
| All | +11.8% | -13.6% | +25.4% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling