+1,573.5%
SNPS vs CNC
+5,893.3%
-4,319.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | +1.1% | +2.2% | -1.1% | +0.7% |
| 30D | -5.2% | +1.6% | -6.7% | -5.6% |
| 3M | +10.6% | +7.9% | +2.6% | +8.8% |
| 6M | -10.6% | +21.2% | -31.8% | -13.8% |
| YTD | -3.1% | +73.2% | -76.3% | -12.4% |
| 1Y | +15.6% | +97.5% | -81.9% | +2.2% |
| 3Y | -12.9% | -1.2% | -11.7% | -17.4% |
| 5Y | +31.2% | -6.1% | +37.2% | +24.3% |
| 10Y | +663.4% | +181.3% | +482.1% | +493.6% |
| All | +1,573.5% | +5,893.3% | -4,319.7% | +737.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling