+16.5%
SNPS vs CAG
-40.6%
+57.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.7% |
| 7D | -5.5% | -5.3% | -0.2% | -6.3% |
| 30D | -5.8% | +1.0% | -6.8% | -5.6% |
| 3M | -17.2% | +17.4% | -34.6% | -15.0% |
| 6M | -10.4% | -16.8% | +6.4% | -12.0% |
| YTD | -16.5% | -6.8% | -9.8% | -16.6% |
| 1Y | -35.6% | -15.4% | -20.3% | -36.2% |
| 3Y | -14.6% | -37.1% | +22.5% | -18.3% |
| 5Y | +16.5% | -41.3% | +57.7% | +10.2% |
| All | +16.5% | -40.6% | +57.1% | +10.2% |
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 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