-14.0%
SNPS vs CMI
+147.2%
-161.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | -4.6% | +0.8% | -5.4% | -5.0% |
| 30D | -3.3% | -12.8% | +9.4% | +2.0% |
| 3M | -13.8% | -12.4% | -1.3% | -10.0% |
| 6M | -8.2% | -0.9% | -7.3% | -10.4% |
| YTD | -15.4% | +8.9% | -24.3% | -21.7% |
| 1Y | +2.4% | +37.7% | -35.3% | -15.2% |
| All | -14.0% | +147.2% | -161.2% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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