+4,901.1%
SNPS vs CAG
+330.6%
+4,570.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | -11.0% | -3.8% | -7.2% | -10.4% |
| 30D | -1.7% | +3.1% | -4.9% | -2.4% |
| 3M | -20.4% | +23.5% | -43.8% | -23.6% |
| 6M | -8.6% | -14.8% | +6.2% | -6.5% |
| YTD | -16.2% | -5.4% | -10.7% | -16.2% |
| 1Y | -34.6% | -11.8% | -22.8% | -33.9% |
| 3Y | -14.5% | -36.7% | +22.2% | -9.3% |
| 5Y | +17.0% | -40.3% | +57.3% | +23.8% |
| 10Y | +560.0% | -37.0% | +597.0% | +560.7% |
| All | +4,901.1% | +330.6% | +4,570.6% | +2,891.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling