+4,901.1%
SNPS vs CMS
+984.7%
+3,916.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | -11.0% | +0.4% | -11.4% | -11.1% |
| 30D | -1.7% | -3.6% | +1.9% | -1.0% |
| 3M | -20.4% | -1.9% | -18.4% | -20.2% |
| 6M | -8.6% | -11.0% | +2.4% | -6.7% |
| YTD | -16.2% | +0.2% | -16.4% | -16.6% |
| 1Y | -34.6% | -1.3% | -33.3% | -34.9% |
| 3Y | -14.5% | +35.9% | -50.4% | -21.6% |
| 5Y | +17.0% | +23.1% | -6.1% | +9.0% |
| 10Y | +560.0% | +117.9% | +442.1% | +439.7% |
| All | +4,901.1% | +984.7% | +3,916.4% | +2,782.0% |
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