-11.5%
SNPS vs CNH
+30.2%
-41.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.8% |
| 7D | +5.1% | +6.4% | -1.3% | +3.9% |
| 30D | -6.4% | -1.6% | -4.8% | -6.3% |
| 3M | +12.2% | +11.6% | +0.7% | +8.0% |
| 6M | -9.8% | +12.5% | -22.4% | -13.9% |
| YTD | -1.5% | +31.1% | -32.6% | -11.8% |
| 1Y | +16.0% | +17.0% | -1.0% | +7.6% |
| All | -11.5% | +30.2% | -41.7% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling