-12.7%
SNPS vs CFG
-0.2%
-12.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.7% | -4.3% |
| 7D | -10.2% | -2.2% | -8.0% | -9.7% |
| 30D | -12.8% | +0.4% | -13.2% | -12.6% |
| 3M | +9.9% | -12.6% | +22.4% | +13.1% |
| All | -12.7% | -0.2% | -12.5% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling