-12.9%
SNPS vs CAH
+180.6%
-193.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.6% |
| 7D | +1.1% | +3.5% | -2.4% | +1.0% |
| 30D | -5.2% | +13.5% | -18.6% | -5.4% |
| 3M | +10.6% | +21.8% | -11.3% | +9.9% |
| 6M | -10.6% | +51.5% | -62.1% | -11.6% |
| YTD | -3.1% | +38.1% | -41.2% | -4.1% |
| 1Y | +15.6% | +37.7% | -22.2% | +14.3% |
| 3Y | -12.9% | +179.6% | -192.6% | -19.8% |
| All | -12.9% | +180.6% | -193.5% | -19.8% |
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