-9.3%
SNPS vs CPNG
-52.8%
+43.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.5% |
| 7D | +0.9% | -1.1% | +2.0% | +1.1% |
| 30D | -3.6% | -7.4% | +3.7% | -2.4% |
| 3M | -12.9% | -12.3% | -0.6% | -11.0% |
| 6M | -8.2% | -19.4% | +11.2% | -5.2% |
| YTD | -15.4% | -35.9% | +20.5% | -11.1% |
| 1Y | -9.3% | -53.4% | +44.1% | +0.1% |
| All | -9.3% | -52.8% | +43.5% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling