+5,491.2%
SNPS vs CP
+10,920.8%
-5,429.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.6% |
| 7D | -10.2% | +6.1% | -16.3% | -12.1% |
| 30D | -12.8% | +9.8% | -22.6% | -15.8% |
| 3M | +9.9% | +2.7% | +7.1% | +8.4% |
| 6M | -12.4% | +12.8% | -25.2% | -16.7% |
| YTD | -6.3% | +28.2% | -34.4% | -15.5% |
| 1Y | +7.6% | +34.1% | -26.5% | -4.6% |
| 3Y | -9.8% | +28.9% | -38.6% | -19.3% |
| 5Y | +29.2% | +27.1% | +2.2% | +15.3% |
| 10Y | +663.8% | +264.8% | +399.0% | +370.5% |
| All | +5,491.2% | +10,920.8% | -5,429.5% | +913.3% |
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