+40.0%
CVS vs SNPS
+585.4%
-545.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -2.2% | +0.9% | -3.0% | -2.2% |
| 30D | -0.1% | -3.6% | +3.6% | +0.1% |
| 3M | -5.2% | -12.9% | +7.7% | -4.2% |
| 6M | +26.9% | -8.2% | +35.1% | +26.9% |
| YTD | +22.1% | -15.4% | +37.5% | +22.9% |
| 1Y | +30.8% | -9.3% | +40.1% | +29.9% |
| 3Y | +54.4% | -14.0% | +68.3% | +45.5% |
| 5Y | +33.4% | +19.5% | +13.8% | +13.4% |
| All | +40.0% | +585.4% | -545.3% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling