+4,901.1%
SNPS vs CAH
+7,353.1%
-2,452.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 7D | -11.0% | +5.4% | -16.4% | -12.2% |
| 30D | -1.7% | +3.3% | -5.1% | -2.6% |
| 3M | -20.4% | +22.8% | -43.1% | -24.5% |
| 6M | -8.6% | +11.3% | -19.9% | -11.6% |
| YTD | -16.2% | +21.1% | -37.3% | -20.9% |
| 1Y | -34.6% | +67.2% | -101.8% | -43.5% |
| 3Y | -14.5% | +195.6% | -210.1% | -37.0% |
| 5Y | +17.0% | +413.8% | -396.8% | -26.4% |
| 10Y | +560.0% | +309.6% | +250.5% | +313.8% |
| All | +4,901.1% | +7,353.1% | -2,452.0% | +1,391.8% |
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 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