+11.2%
SNPS vs CMS
+0.5%
+10.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -5.1% |
| 7D | -10.2% | +1.7% | -11.8% | -9.5% |
| 30D | -12.8% | +8.6% | -21.5% | -9.8% |
| 3M | +9.9% | -0.5% | +10.3% | +9.8% |
| 6M | -12.4% | -4.2% | -8.2% | -13.4% |
| YTD | -6.3% | +3.4% | -9.7% | -3.1% |
| All | +11.2% | +0.5% | +10.6% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling