+28.4%
SNPS vs CPB
-30.5%
+58.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -4.8% |
| 7D | -10.2% | +11.6% | -21.7% | -8.9% |
| 30D | -12.8% | +23.3% | -36.2% | -10.5% |
| 3M | +9.9% | +1.6% | +8.2% | +11.1% |
| 6M | -12.4% | +13.9% | -26.3% | -10.3% |
| YTD | -6.3% | -11.7% | +5.4% | -5.7% |
| 1Y | +7.6% | -18.2% | +25.9% | +7.6% |
| 3Y | -9.8% | -35.2% | +25.4% | -12.9% |
| All | +28.4% | -30.5% | +58.9% | +24.2% |
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