+684.5%
SNPS vs CAG
-38.9%
+723.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -0.6% | +6.6% | -7.3% | -0.7% |
| 30D | -9.8% | +13.9% | -23.7% | -10.1% |
| 3M | +11.7% | +4.0% | +7.7% | +11.6% |
| 6M | -10.9% | +10.0% | -20.9% | -11.3% |
| YTD | -2.1% | -6.1% | +4.1% | -1.8% |
| 1Y | +14.8% | -4.3% | +19.1% | +14.9% |
| 3Y | -11.3% | -34.6% | +23.2% | -9.3% |
| 5Y | +36.2% | -39.4% | +75.7% | +39.1% |
| 10Y | +684.5% | -34.2% | +718.7% | +613.2% |
| All | +684.5% | -38.9% | +723.4% | +613.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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