+17.1%
SNPS vs CNP
+73.1%
-56.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.3% |
| 7D | -11.0% | +1.1% | -12.1% | -11.2% |
| 30D | -1.7% | -1.8% | +0.1% | -1.5% |
| 3M | -20.4% | -4.6% | -15.7% | -19.9% |
| 6M | -8.6% | -8.8% | +0.2% | -7.4% |
| YTD | -16.2% | +5.2% | -21.4% | -17.9% |
| 1Y | -34.6% | +8.3% | -42.9% | -36.7% |
| 3Y | -14.5% | +54.9% | -69.3% | -26.6% |
| All | +17.1% | +73.1% | -56.0% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling