-35.6%
SNPS vs CNH
+20.6%
-56.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | -0.1% |
| 7D | -5.5% | +8.8% | -14.3% | -6.1% |
| 30D | -5.8% | +24.7% | -30.4% | -7.7% |
| 3M | -17.2% | +27.3% | -44.5% | -19.2% |
| 6M | -10.4% | +23.2% | -33.5% | -12.8% |
| YTD | -16.5% | +48.9% | -65.5% | -26.6% |
| 1Y | -35.6% | +19.4% | -55.0% | -28.0% |
| All | -35.6% | +20.6% | -56.2% | -28.0% |
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