+69.5%
SNPS vs CPNG
-76.9%
+146.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -4.6% | -5.4% | +0.8% | -3.4% |
| 30D | -3.3% | -11.1% | +7.7% | -1.0% |
| 3M | -13.8% | -3.0% | -10.8% | -13.8% |
| 6M | -8.2% | -23.5% | +15.3% | -3.9% |
| YTD | -15.4% | -37.8% | +22.4% | -7.6% |
| 1Y | +2.4% | -54.3% | +56.7% | +19.4% |
| 3Y | -13.5% | -20.8% | +7.3% | -12.1% |
| 5Y | +19.5% | -51.1% | +70.5% | +19.4% |
| All | +69.5% | -76.9% | +146.4% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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