+5,491.2%
SNPS vs CMS
+1,019.9%
+4,471.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.8% |
| 7D | -10.2% | +1.7% | -11.8% | -10.5% |
| 30D | -12.8% | +8.6% | -21.5% | -14.5% |
| 3M | +9.9% | -0.5% | +10.3% | +9.8% |
| 6M | -12.4% | -4.2% | -8.2% | -11.9% |
| YTD | -6.3% | +3.4% | -9.7% | -7.5% |
| 1Y | +7.6% | +0.4% | +7.2% | +6.8% |
| 3Y | -9.8% | +38.2% | -48.0% | -17.5% |
| 5Y | +29.2% | +35.4% | -6.2% | +17.8% |
| 10Y | +663.8% | +131.7% | +532.1% | +515.9% |
| All | +5,491.2% | +1,019.9% | +4,471.3% | +3,096.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling