+572.5%
SNPS vs CAH
+294.8%
+277.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.9% | -5.1% | +6.0% | +1.9% |
| 30D | -3.6% | +0.2% | -3.8% | -3.7% |
| 3M | -12.9% | +6.3% | -19.2% | -14.0% |
| 6M | -8.2% | +9.4% | -17.6% | -10.2% |
| YTD | -15.4% | +15.0% | -30.4% | -18.4% |
| 1Y | -9.3% | +55.4% | -64.7% | -18.8% |
| 3Y | -14.0% | +173.8% | -187.8% | -32.8% |
| 5Y | +19.5% | +395.2% | -375.7% | -20.2% |
| All | +572.5% | +294.8% | +277.7% | +335.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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