+31.4%
SNPS vs CAG
-39.4%
+70.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +1.9% |
| 7D | -3.7% | +5.8% | -9.5% | -2.5% |
| 30D | -10.4% | +16.4% | -26.7% | -7.4% |
| 3M | +11.0% | +3.8% | +7.1% | +12.6% |
| 6M | -10.7% | +10.8% | -21.5% | -8.1% |
| YTD | -4.1% | -5.8% | +1.7% | -3.2% |
| 1Y | +13.7% | -2.4% | +16.1% | +15.3% |
| 3Y | -8.1% | -33.4% | +25.4% | -11.0% |
| All | +31.4% | -39.4% | +70.8% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling