+572.1%
SNPS vs CNC
+96.8%
+475.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | -4.6% | -3.9% | -0.7% | -4.0% |
| 30D | -3.3% | +0.8% | -4.1% | -3.5% |
| 3M | -13.8% | +0.1% | -13.9% | -14.0% |
| 6M | -8.2% | +79.7% | -87.9% | -17.2% |
| YTD | -15.4% | +58.9% | -74.4% | -22.7% |
| 1Y | +2.4% | +109.1% | -106.7% | -11.3% |
| 3Y | -13.5% | 0.0% | -13.5% | -17.7% |
| 5Y | +19.5% | +9.5% | +10.0% | +9.2% |
| All | +572.1% | +96.8% | +475.3% | +484.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling