+16.0%
SNPS vs CPNG
-47.0%
+63.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.9% |
| 7D | +5.1% | -6.9% | +12.0% | +6.3% |
| 30D | -6.4% | +1.1% | -7.6% | -6.7% |
| 3M | +12.2% | -6.3% | +18.5% | +13.2% |
| 6M | -9.8% | -3.8% | -6.0% | -9.5% |
| YTD | -1.5% | -35.2% | +33.7% | +1.8% |
| 1Y | +16.0% | -47.0% | +63.0% | +18.1% |
| All | +16.0% | -47.0% | +63.1% | +18.1% |
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