-34.6%
SNPS vs CPAY
+29.9%
-64.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.1% |
| 7D | -11.0% | +2.1% | -13.1% | -11.6% |
| 30D | -1.7% | +5.5% | -7.3% | -3.7% |
| 3M | -20.4% | +16.6% | -36.9% | -24.8% |
| 6M | -8.6% | +26.7% | -35.3% | -16.9% |
| YTD | -16.2% | +38.4% | -54.5% | -27.3% |
| 1Y | -34.6% | +30.1% | -64.7% | -23.2% |
| All | -34.6% | +29.9% | -64.5% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling