+68.1%
SNPS vs CPNG
-75.9%
+144.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.1% |
| 7D | -11.0% | -7.4% | -3.6% | -9.5% |
| 30D | -1.7% | -4.4% | +2.7% | -0.9% |
| 3M | -20.4% | -7.5% | -12.9% | -19.5% |
| 6M | -8.6% | -19.9% | +11.3% | -5.2% |
| YTD | -16.2% | -35.2% | +19.0% | -9.2% |
| 1Y | -34.6% | -46.8% | +12.2% | -26.2% |
| 3Y | -14.5% | -20.2% | +5.7% | -13.3% |
| 5Y | +17.0% | -48.4% | +65.4% | +15.8% |
| All | +68.1% | -75.9% | +144.0% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling