-35.6%
SNPS vs CFG
+39.0%
-74.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | 0.0% |
| 7D | -5.5% | +2.7% | -8.2% | -6.4% |
| 30D | -5.8% | -3.7% | -2.1% | -4.4% |
| 3M | -17.2% | +9.5% | -26.7% | -20.1% |
| 6M | -10.4% | +22.2% | -32.6% | -18.1% |
| YTD | -16.5% | +22.3% | -38.9% | -24.1% |
| 1Y | -35.6% | +39.4% | -75.1% | -45.5% |
| All | -35.6% | +39.0% | -74.6% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling