+673.5%
SNPS vs CAH
+412.5%
+260.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +5.1% | +3.9% | +1.2% | +4.3% |
| 30D | -6.4% | +16.0% | -22.5% | -9.1% |
| 3M | +12.2% | +19.1% | -6.8% | +8.3% |
| 6M | -9.8% | +53.0% | -62.9% | -17.3% |
| YTD | -1.5% | +36.6% | -38.1% | -8.2% |
| 1Y | +16.0% | +37.4% | -21.4% | +7.9% |
| 3Y | -10.8% | +178.8% | -189.7% | -30.4% |
| 5Y | +33.3% | +498.6% | -465.2% | -14.9% |
| All | +673.5% | +412.5% | +260.9% | +361.0% |
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