+17.1%
SNPS vs CDW
-19.1%
+36.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.9% |
| 7D | -11.0% | +3.2% | -14.2% | -12.3% |
| 30D | -1.7% | +9.3% | -11.0% | -5.8% |
| 3M | -20.4% | +9.8% | -30.1% | -24.5% |
| 6M | -8.6% | +23.3% | -32.0% | -20.7% |
| YTD | -16.2% | +13.7% | -29.8% | -24.5% |
| 1Y | -34.6% | -6.5% | -28.1% | -34.6% |
| 3Y | -14.5% | -25.2% | +10.8% | -5.6% |
| All | +17.1% | -19.1% | +36.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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