+691.2%
SNPS vs CNP
+142.6%
+548.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | +0.2% | -4.3% | +4.5% | +1.4% |
| 30D | -8.4% | +5.7% | -14.2% | -9.9% |
| 3M | +12.3% | +0.9% | +11.3% | +11.8% |
| 6M | -9.6% | -1.1% | -8.5% | -9.7% |
| YTD | -0.6% | +8.3% | -8.8% | -3.8% |
| 1Y | +18.7% | +5.9% | +12.8% | +15.5% |
| 3Y | -7.6% | +64.6% | -72.2% | -23.2% |
| 5Y | +34.1% | +74.6% | -40.5% | +8.5% |
| 10Y | +691.2% | +139.8% | +551.4% | +422.2% |
| All | +691.2% | +142.6% | +548.6% | +422.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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