-15.6%
SNPS vs CFG
+180.9%
-196.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -11.0% | +1.5% | -12.6% | -11.5% |
| 30D | -1.7% | -3.8% | +2.1% | -0.4% |
| 3M | -20.4% | +11.5% | -31.8% | -23.5% |
| 6M | -8.6% | +19.2% | -27.8% | -14.5% |
| YTD | -16.2% | +23.7% | -39.9% | -22.7% |
| 1Y | -34.6% | +38.8% | -73.4% | -42.2% |
| All | -15.6% | +180.9% | -196.5% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling