+5,680.3%
SNPS vs CAH
+8,395.6%
-2,715.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +1.1% | +3.5% | -2.4% | +0.2% |
| 30D | -5.2% | +13.5% | -18.6% | -8.2% |
| 3M | +10.6% | +21.8% | -11.3% | +5.1% |
| 6M | -10.6% | +51.5% | -62.1% | -19.7% |
| YTD | -3.1% | +38.1% | -41.2% | -11.6% |
| 1Y | +15.6% | +37.7% | -22.2% | +5.4% |
| 3Y | -12.9% | +179.6% | -192.6% | -34.9% |
| 5Y | +31.2% | +504.9% | -473.8% | -20.8% |
| 10Y | +663.4% | +418.6% | +244.8% | +351.3% |
| All | +5,680.3% | +8,395.6% | -2,715.3% | +1,566.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling