+5,491.2%
SNPS vs CL
+3,398.6%
+2,092.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.9% |
| 7D | -10.2% | +5.9% | -16.1% | -11.7% |
| 30D | -12.8% | +13.8% | -26.6% | -16.4% |
| 3M | +9.9% | +6.4% | +3.4% | +7.3% |
| 6M | -12.4% | +15.6% | -28.0% | -16.9% |
| YTD | -6.3% | +27.9% | -34.1% | -14.4% |
| 1Y | +7.6% | +31.4% | -23.8% | -2.8% |
| 3Y | -9.8% | +41.4% | -51.1% | -21.8% |
| 5Y | +29.2% | +42.8% | -13.6% | +10.6% |
| 10Y | +663.8% | +79.7% | +584.1% | +501.3% |
| All | +5,491.2% | +3,398.6% | +2,092.6% | +1,283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling