+660.9%
SNPS vs CAH
+418.0%
+243.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | +1.1% | +3.5% | -2.4% | +0.4% |
| 30D | -5.2% | +13.5% | -18.6% | -7.5% |
| 3M | +10.6% | +21.8% | -11.3% | +6.3% |
| 6M | -10.6% | +51.5% | -62.1% | -17.8% |
| YTD | -3.1% | +38.1% | -41.2% | -9.8% |
| 1Y | +15.6% | +37.7% | -22.2% | +7.5% |
| 3Y | -12.9% | +179.6% | -192.6% | -32.0% |
| 5Y | +31.2% | +504.9% | -473.8% | -16.5% |
| All | +660.9% | +418.0% | +243.0% | +352.7% |
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