-17.0%
SNPS vs CAI
-11.0%
-6.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.8% |
| 7D | -5.5% | -3.1% | -2.4% | -5.1% |
| 30D | -4.5% | +2.7% | -7.2% | -5.0% |
| 3M | -15.5% | +41.7% | -57.2% | -20.3% |
| 6M | -10.1% | +26.5% | -36.5% | -14.3% |
| YTD | -16.3% | -10.9% | -5.4% | -15.2% |
| 1Y | -34.9% | -29.2% | -5.7% | -31.2% |
| All | -17.0% | -11.0% | -6.0% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling