+691.2%
SNPS vs CF
+546.3%
+144.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +0.2% | -0.9% | +1.1% | +0.2% |
| 30D | -8.4% | +6.9% | -15.4% | -9.3% |
| 3M | +12.3% | +4.8% | +7.4% | +11.1% |
| 6M | -9.6% | +4.7% | -14.2% | -10.9% |
| YTD | -0.6% | +56.5% | -57.1% | -9.3% |
| 1Y | +18.7% | +48.4% | -29.7% | +9.1% |
| 3Y | -7.6% | +59.1% | -66.7% | -17.6% |
| 5Y | +34.1% | +109.5% | -75.4% | +9.9% |
| 10Y | +691.2% | +487.0% | +204.2% | +432.3% |
| All | +691.2% | +546.3% | +144.9% | +432.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling