+1,003.8%
SNPS vs CDW
+903.1%
+100.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.7% |
| 3M | -20.4% | +9.8% | -30.1% | -24.5% |
| 6M | -8.6% | +23.3% | -32.0% | -20.1% |
| YTD | -16.2% | +13.7% | -29.8% | -24.2% |
| 1Y | -34.6% | -6.5% | -28.1% | -35.5% |
| 3Y | -14.5% | -25.2% | +10.8% | -7.5% |
| 5Y | +17.0% | -19.5% | +36.5% | +20.4% |
| 10Y | +560.0% | +285.8% | +274.2% | +275.4% |
| All | +1,003.8% | +903.1% | +100.7% | +477.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling