-15.6%
SNPS vs CME
+57.6%
-73.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.5% |
| 7D | -11.0% | -1.6% | -9.4% | -11.4% |
| 30D | -1.7% | +6.2% | -8.0% | -0.2% |
| 3M | -20.4% | +10.4% | -30.8% | -18.2% |
| 6M | -8.6% | -9.5% | +0.9% | -9.8% |
| YTD | -16.2% | +6.0% | -22.2% | -14.3% |
| 1Y | -34.6% | +9.3% | -43.8% | -32.8% |
| All | -15.6% | +57.6% | -73.2% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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