-34.6%
SNPS vs CNH
+29.2%
-63.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.0% | -9.4% | -5.6% |
| 7D | -11.0% | +23.3% | -34.3% | -12.4% |
| 30D | -1.7% | +33.5% | -35.2% | -4.3% |
| 3M | -20.4% | +32.7% | -53.1% | -22.4% |
| 6M | -8.6% | +22.2% | -30.8% | -10.1% |
| YTD | -16.2% | +57.7% | -73.8% | -26.5% |
| 1Y | -34.6% | +28.0% | -62.6% | -28.7% |
| All | -34.6% | +29.2% | -63.8% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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