+660.9%
SNPS vs CNH
+106.0%
+554.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +1.1% | +3.0% | -2.0% | +0.1% |
| 30D | -5.2% | -0.6% | -4.6% | -5.3% |
| 3M | +10.6% | +14.6% | -4.1% | +4.5% |
| 6M | -10.6% | +11.8% | -22.4% | -15.6% |
| YTD | -3.1% | +30.4% | -33.5% | -14.0% |
| 1Y | +15.6% | +19.1% | -3.5% | +5.4% |
| 3Y | -12.9% | +30.2% | -43.1% | -24.4% |
| 5Y | +31.2% | -17.8% | +49.0% | +28.2% |
| All | +660.9% | +106.0% | +554.9% | +461.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling