+1,067.9%
SNPS vs CNH
+28.6%
+1,039.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -1.0% | -3.9% |
| 7D | -10.2% | -0.4% | -9.8% | -10.1% |
| 30D | -12.8% | -15.2% | +2.4% | -9.4% |
| 3M | +9.9% | +4.3% | +5.6% | +7.0% |
| 6M | -12.4% | +10.1% | -22.4% | -16.6% |
| YTD | -6.3% | +23.2% | -29.5% | -14.6% |
| 1Y | +7.6% | +8.5% | -0.9% | +1.5% |
| 3Y | -9.8% | +4.1% | -13.8% | -15.6% |
| 5Y | +29.2% | -17.8% | +47.1% | +26.7% |
| 10Y | +663.8% | +113.3% | +550.4% | +461.5% |
| All | +1,067.9% | +28.6% | +1,039.3% | +788.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling