+673.5%
SNPS vs CNP
+145.0%
+528.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +5.1% | +2.5% | +2.6% | +4.4% |
| 30D | -6.4% | +4.0% | -10.5% | -7.6% |
| 3M | +12.2% | +1.6% | +10.6% | +11.6% |
| 6M | -9.8% | -1.7% | -8.2% | -9.8% |
| YTD | -1.5% | +8.6% | -10.1% | -4.8% |
| 1Y | +16.0% | +5.8% | +10.2% | +12.9% |
| 3Y | -10.8% | +63.0% | -73.8% | -25.7% |
| 5Y | +33.3% | +74.7% | -41.3% | +7.9% |
| All | +673.5% | +145.0% | +528.4% | +402.9% |
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