-16.1%
SNPS vs CAI
-11.0%
-5.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -4.6% | -5.1% | +0.5% | -3.9% |
| 30D | -3.3% | +3.9% | -7.2% | -4.0% |
| 3M | -13.8% | +40.1% | -53.9% | -18.5% |
| 6M | -8.2% | +29.7% | -37.9% | -12.9% |
| YTD | -15.4% | -10.9% | -4.5% | -14.3% |
| 1Y | +2.4% | -28.0% | +30.4% | +7.8% |
| All | -16.1% | -11.0% | -5.2% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling