-15.6%
SNPS vs CNP
+55.2%
-70.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.5% |
| 7D | -11.0% | +1.1% | -12.1% | -10.9% |
| 30D | -1.7% | -1.8% | +0.1% | -1.9% |
| 3M | -20.4% | -4.6% | -15.7% | -20.7% |
| 6M | -8.6% | -8.8% | +0.2% | -9.1% |
| YTD | -16.2% | +5.2% | -21.4% | -16.4% |
| 1Y | -34.6% | +8.3% | -42.9% | -35.0% |
| All | -15.6% | +55.2% | -70.8% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling