+18.3%
SNPS vs CPAY
+52.3%
-34.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -5.5% | -2.5% | -3.0% | -4.3% |
| 30D | -4.5% | +1.3% | -5.8% | -5.3% |
| 3M | -15.5% | +13.5% | -29.0% | -21.0% |
| 6M | -10.1% | +24.7% | -34.8% | -20.3% |
| YTD | -16.3% | +34.9% | -51.2% | -29.5% |
| 1Y | -34.9% | +29.7% | -64.6% | -43.9% |
| 3Y | -14.4% | +49.4% | -63.7% | -33.4% |
| All | +18.3% | +52.3% | -34.0% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling