+5,648.9%
CRM vs SNPS
+1,247.3%
+4,401.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.1% |
| 7D | -8.1% | -4.6% | -3.5% | -5.6% |
| 30D | +23.1% | -3.3% | +26.4% | +25.6% |
| 3M | +42.5% | -13.8% | +56.3% | +54.1% |
| 6M | +25.3% | -8.2% | +33.5% | +29.3% |
| YTD | -7.8% | -15.4% | +7.6% | -0.8% |
| 1Y | +1.0% | +2.4% | -1.4% | -5.7% |
| 3Y | +10.0% | -13.5% | +23.5% | -2.1% |
| 5Y | -3.9% | +19.5% | -23.3% | -32.7% |
| 10Y | +233.2% | +581.0% | -347.9% | -26.5% |
| All | +5,648.9% | +1,247.3% | +4,401.7% | +807.2% |
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 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