+4,878.2%
SNPS vs CMI
+15,050.9%
-10,172.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -5.5% | +1.9% | -7.4% | -6.1% |
| 30D | -5.8% | -12.5% | +6.8% | -2.1% |
| 3M | -17.2% | -16.2% | -1.0% | -13.3% |
| 6M | -10.4% | +4.9% | -15.2% | -12.5% |
| YTD | -16.5% | +11.1% | -27.7% | -20.1% |
| 1Y | -35.6% | +43.4% | -79.0% | -43.1% |
| 3Y | -14.6% | +154.1% | -168.7% | -36.3% |
| 5Y | +16.5% | +169.5% | -153.0% | -15.2% |
| 10Y | +556.6% | +503.8% | +52.8% | +271.1% |
| All | +4,878.2% | +15,050.9% | -10,172.8% | +871.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling