-10.6%
SNPS vs CNC
+20.1%
-30.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.5% |
| 7D | +1.1% | +2.2% | -1.1% | +1.2% |
| 30D | -5.2% | +1.6% | -6.7% | -5.0% |
| 3M | +10.6% | +7.9% | +2.6% | +11.2% |
| 6M | -10.6% | +21.2% | -31.8% | -11.6% |
| All | -10.6% | +20.1% | -30.8% | -11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling