+17.5%
SNPS vs CAH
+401.5%
-384.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.2% |
| 7D | -5.5% | +0.5% | -6.0% | -5.5% |
| 30D | -5.8% | +1.7% | -7.5% | -6.0% |
| 3M | -17.2% | +17.9% | -35.1% | -18.7% |
| 6M | -10.4% | +10.9% | -21.3% | -11.4% |
| YTD | -16.5% | +17.9% | -34.4% | -18.5% |
| 1Y | -35.6% | +61.7% | -97.3% | -41.2% |
| 3Y | -14.6% | +183.7% | -198.4% | -30.9% |
| All | +17.5% | +401.5% | -384.0% | -23.4% |
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