+5,620.1%
SNPS vs CNP
+1,318.7%
+4,301.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +2.0% |
| 7D | -3.7% | -4.2% | +0.5% | -3.0% |
| 30D | -10.4% | +5.5% | -15.9% | -11.2% |
| 3M | +11.0% | +0.6% | +10.4% | +10.8% |
| 6M | -10.7% | -2.8% | -7.9% | -10.5% |
| YTD | -4.1% | +7.9% | -12.0% | -5.7% |
| 1Y | +13.7% | +6.7% | +7.1% | +11.9% |
| 3Y | -8.1% | +61.1% | -69.2% | -16.1% |
| 5Y | +32.2% | +73.0% | -40.8% | +19.0% |
| 10Y | +681.4% | +141.9% | +539.5% | +550.2% |
| All | +5,620.1% | +1,318.7% | +4,301.4% | +2,946.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling