+16.2%
CVS vs SNPS
+14.9%
+1.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.7% |
| 7D | +6.6% | +1.1% | +5.5% | +6.7% |
| 30D | -0.4% | -5.2% | +4.7% | -1.0% |
| 3M | -5.3% | +10.6% | -15.8% | -3.5% |
| 6M | -7.7% | -10.6% | +2.9% | -8.8% |
| YTD | +16.0% | -3.1% | +19.1% | +16.1% |
| 1Y | +16.2% | +15.6% | +0.7% | +18.3% |
| All | +16.2% | +14.9% | +1.3% | +18.3% |
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