+989.3%
SNPS vs CFG
+351.2%
+638.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.7% | -4.1% |
| 7D | -10.2% | -2.2% | -8.0% | -9.6% |
| 30D | -12.8% | +0.4% | -13.2% | -12.9% |
| 3M | +9.9% | -12.6% | +22.4% | +13.7% |
| 6M | -12.4% | +0.6% | -13.0% | -12.8% |
| YTD | -6.3% | +12.4% | -18.7% | -9.6% |
| 1Y | +7.6% | +27.7% | -20.1% | +0.4% |
| 3Y | -9.8% | +172.4% | -182.1% | -31.2% |
| 5Y | +29.2% | +64.0% | -34.7% | +9.4% |
| 10Y | +663.8% | +252.8% | +410.9% | +374.8% |
| All | +989.3% | +351.2% | +638.2% | +525.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling