-34.6%
SNPS vs CL
+8.2%
-42.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.8% |
| 7D | -11.0% | -2.2% | -8.8% | -11.6% |
| 30D | -1.7% | -4.8% | +3.1% | -3.2% |
| 3M | -20.4% | +4.9% | -25.3% | -18.8% |
| 6M | -8.6% | -5.7% | -2.9% | -11.1% |
| YTD | -16.2% | +14.4% | -30.5% | -13.0% |
| 1Y | -34.6% | +8.7% | -43.3% | -28.1% |
| All | -34.6% | +8.2% | -42.8% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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