+31.7%
SNPS vs CL
+43.4%
-11.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.5% |
| 7D | +1.1% | +3.2% | -2.2% | +1.3% |
| 30D | -5.2% | +8.0% | -13.2% | -4.7% |
| 3M | +10.6% | +7.9% | +2.7% | +11.3% |
| 6M | -10.6% | +14.7% | -25.3% | -10.0% |
| YTD | -3.1% | +29.2% | -32.2% | -3.4% |
| 1Y | +15.6% | +29.5% | -14.0% | +15.1% |
| 3Y | -12.9% | +40.7% | -53.6% | -17.4% |
| All | +31.7% | +43.4% | -11.8% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling