+17.5%
SNPS vs CPNG
-52.4%
+69.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.7% | +0.3% |
| 7D | -5.5% | -6.3% | +0.8% | -4.0% |
| 30D | -5.8% | -8.7% | +3.0% | -3.9% |
| 3M | -17.2% | -2.4% | -14.8% | -17.4% |
| 6M | -10.4% | -22.3% | +12.0% | -6.2% |
| YTD | -16.5% | -37.2% | +20.7% | -8.3% |
| 1Y | -35.6% | -53.0% | +17.3% | -24.4% |
| 3Y | -14.6% | -20.0% | +5.4% | -13.6% |
| All | +17.5% | -52.4% | +69.9% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling