+17.1%
SNPS vs CME
+78.2%
-61.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.4% |
| 7D | -11.0% | -1.6% | -9.4% | -10.9% |
| 30D | -1.7% | +6.2% | -8.0% | -2.4% |
| 3M | -20.4% | +10.4% | -30.8% | -21.3% |
| 6M | -8.6% | -9.5% | +0.9% | -6.8% |
| YTD | -16.2% | +6.0% | -22.2% | -17.3% |
| 1Y | -34.6% | +9.3% | -43.8% | -36.1% |
| 3Y | -14.5% | +57.7% | -72.1% | -28.5% |
| All | +17.1% | +78.2% | -61.1% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling