+11.2%
SNPS vs CL
+31.9%
-20.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -10.2% | +5.9% | -16.1% | -7.6% |
| 30D | -12.8% | +13.8% | -26.6% | -7.4% |
| 3M | +9.9% | +6.4% | +3.4% | +14.1% |
| 6M | -12.4% | +15.6% | -28.0% | -5.4% |
| YTD | -6.3% | +27.9% | -34.1% | +7.4% |
| All | +11.2% | +31.9% | -20.8% | +30.0% |
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