+60.4%
CVS vs SNPS
+635.4%
-574.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +6.6% | +1.1% | +5.5% | +6.5% |
| 30D | -0.4% | -5.2% | +4.7% | -0.1% |
| 3M | -5.3% | +10.6% | -15.8% | -6.6% |
| 6M | -7.7% | -10.6% | +2.9% | -7.3% |
| YTD | +16.0% | -3.1% | +19.1% | +15.0% |
| 1Y | +16.2% | +15.6% | +0.7% | +12.5% |
| 3Y | +47.6% | -12.9% | +60.5% | +40.6% |
| 5Y | +12.3% | +31.2% | -18.8% | -4.8% |
| All | +60.4% | +635.4% | -574.9% | -18.8% |
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