-10.8%
SNPS vs CLX
-14.7%
+3.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | -3.7% | +13.6% | -17.3% | -3.5% |
| 30D | -10.4% | +23.4% | -33.7% | -10.1% |
| 3M | +11.0% | -2.8% | +13.8% | +11.3% |
| 6M | -10.7% | +14.0% | -24.7% | -10.2% |
| YTD | -4.1% | +4.2% | -8.3% | -4.0% |
| 1Y | +13.7% | -1.2% | +14.9% | +14.1% |
| All | -10.8% | -14.7% | +3.9% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 3y: compounded portfolio wealth divided by compounded CLX 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…
3y analysis · Full analysis span regression · 6 months rolling