+4,901.1%
SNPS vs CP
+10,643.4%
-5,742.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -11.0% | -2.7% | -8.3% | -10.1% |
| 30D | -1.7% | +0.2% | -1.9% | -1.9% |
| 3M | -20.4% | +2.6% | -22.9% | -21.4% |
| 6M | -8.6% | +6.0% | -14.6% | -11.0% |
| YTD | -16.2% | +24.9% | -41.1% | -23.5% |
| 1Y | -34.6% | +20.1% | -54.7% | -39.4% |
| 3Y | -14.5% | +16.4% | -30.9% | -20.5% |
| 5Y | +17.0% | +31.7% | -14.7% | +3.4% |
| 10Y | +560.0% | +223.9% | +336.2% | +323.8% |
| All | +4,901.1% | +10,643.4% | -5,742.3% | +817.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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