-34.6%
SNPS vs CNC
+129.2%
-163.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.3% |
| 7D | -11.0% | +3.5% | -14.6% | -11.2% |
| 30D | -1.7% | +0.1% | -1.8% | -1.8% |
| 3M | -20.4% | +6.9% | -27.3% | -20.7% |
| 6M | -8.6% | +49.0% | -57.6% | -11.3% |
| YTD | -16.2% | +62.9% | -79.1% | -19.8% |
| 1Y | -34.6% | +134.0% | -168.6% | -44.8% |
| All | -34.6% | +129.2% | -163.8% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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