+17.1%
SNPS vs CPB
-39.5%
+56.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -5.7% |
| 7D | -11.0% | -8.6% | -2.4% | -11.6% |
| 30D | -1.7% | -7.2% | +5.5% | -2.3% |
| 3M | -20.4% | +0.9% | -21.2% | -20.1% |
| 6M | -8.6% | -11.8% | +3.2% | -9.1% |
| YTD | -16.2% | -19.4% | +3.3% | -17.0% |
| 1Y | -34.6% | -30.4% | -4.2% | -35.9% |
| 3Y | -14.5% | -40.2% | +25.7% | -18.5% |
| All | +17.1% | -39.5% | +56.6% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling