-15.6%
SNPS vs CF
+73.9%
-89.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -5.5% |
| 7D | -11.0% | +6.0% | -17.0% | -10.9% |
| 30D | -1.7% | +14.8% | -16.6% | -1.4% |
| 3M | -20.4% | +14.1% | -34.4% | -20.1% |
| 6M | -8.6% | +28.5% | -37.1% | -10.0% |
| YTD | -16.2% | +74.9% | -91.1% | -19.3% |
| 1Y | -34.6% | +61.7% | -96.3% | -36.9% |
| All | -15.6% | +73.9% | -89.6% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling