+35.8%
SNPS vs CAH
+512.9%
-477.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -0.2% | +5.9% | -6.1% | -0.8% |
| 30D | -8.0% | +16.5% | -24.6% | -9.5% |
| 3M | +12.5% | +15.7% | -3.3% | +10.6% |
| 6M | -10.5% | +52.7% | -63.2% | -14.6% |
| YTD | -1.6% | +36.3% | -37.9% | -5.4% |
| 1Y | +16.8% | +36.7% | -19.9% | +12.2% |
| 3Y | -10.9% | +178.2% | -189.1% | -26.4% |
| 5Y | +35.8% | +515.8% | -480.0% | -16.4% |
| All | +35.8% | +512.9% | -477.2% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling