-12.9%
SNPS vs CNP
+64.0%
-76.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | +1.1% | +1.3% | -0.3% | +1.2% |
| 30D | -5.2% | +3.8% | -9.0% | -4.8% |
| 3M | +10.6% | +2.4% | +8.2% | +10.7% |
| 6M | -10.6% | -1.2% | -9.4% | -10.8% |
| YTD | -3.1% | +9.3% | -12.4% | -3.2% |
| 1Y | +15.6% | +6.4% | +9.1% | +15.5% |
| 3Y | -12.9% | +66.4% | -79.3% | -14.2% |
| All | -12.9% | +64.0% | -76.9% | -14.2% |
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 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