+556.6%
SNPS vs CPB
-45.7%
+602.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.2% | -0.5% |
| 7D | -5.5% | -8.2% | +2.7% | -5.1% |
| 30D | -5.8% | -5.6% | -0.2% | -5.5% |
| 3M | -17.2% | +3.0% | -20.2% | -17.4% |
| 6M | -10.4% | -12.7% | +2.3% | -9.8% |
| YTD | -16.5% | -18.0% | +1.4% | -15.7% |
| 1Y | -35.6% | -31.7% | -3.9% | -34.2% |
| 3Y | -14.6% | -41.0% | +26.3% | -13.1% |
| 5Y | +16.5% | -38.4% | +54.9% | +16.6% |
| 10Y | +556.6% | -45.0% | +601.5% | +566.7% |
| All | +556.6% | -45.7% | +602.2% | +566.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling