-34.9%
SNPS vs CAG
-16.0%
-18.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | 0.0% |
| 7D | -5.5% | -6.6% | +1.1% | -7.2% |
| 30D | -4.5% | +2.3% | -6.8% | -4.0% |
| 3M | -15.5% | +16.3% | -31.8% | -11.5% |
| 6M | -10.1% | -16.0% | +6.0% | -14.1% |
| YTD | -16.3% | -7.7% | -8.6% | -16.9% |
| 1Y | -34.9% | -16.0% | -18.9% | -36.8% |
| All | -34.9% | -16.0% | -18.9% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling