-14.6%
SNPS vs CAH
+184.7%
-199.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.4% |
| 7D | -5.5% | +0.5% | -6.0% | -5.5% |
| 30D | -5.8% | +1.7% | -7.5% | -5.8% |
| 3M | -17.2% | +17.9% | -35.1% | -17.6% |
| 6M | -10.4% | +10.9% | -21.3% | -10.5% |
| YTD | -16.5% | +17.9% | -34.4% | -17.2% |
| 1Y | -35.6% | +61.7% | -97.3% | -39.9% |
| 3Y | -14.6% | +183.7% | -198.4% | -26.9% |
| All | -14.6% | +184.7% | -199.3% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling