+5,491.2%
SNPS vs CPB
+245.4%
+5,245.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.0% |
| 7D | -10.2% | +11.6% | -21.7% | -12.0% |
| 30D | -12.8% | +23.3% | -36.2% | -16.5% |
| 3M | +9.9% | +1.6% | +8.2% | +8.9% |
| 6M | -12.4% | +13.9% | -26.3% | -15.4% |
| YTD | -6.3% | -11.7% | +5.4% | -5.2% |
| 1Y | +7.6% | -18.2% | +25.9% | +10.4% |
| 3Y | -9.8% | -35.2% | +25.4% | -4.8% |
| 5Y | +29.2% | -30.5% | +59.8% | +31.7% |
| 10Y | +663.8% | -37.1% | +700.9% | +667.8% |
| All | +5,491.2% | +245.4% | +5,245.8% | +3,201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling