+94.3%
SNPS vs CPNG
-76.1%
+170.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.5% |
| 7D | +1.1% | -6.8% | +7.8% | +2.6% |
| 30D | -5.2% | +5.5% | -10.6% | -6.5% |
| 3M | +10.6% | -6.8% | +17.3% | +11.7% |
| 6M | -10.6% | -4.8% | -5.8% | -10.7% |
| YTD | -3.1% | -35.6% | +32.5% | +4.7% |
| 1Y | +15.6% | -46.8% | +62.3% | +29.8% |
| 3Y | -12.9% | -0.8% | -12.2% | -15.7% |
| 5Y | +31.2% | -42.9% | +74.0% | +28.9% |
| All | +94.3% | -76.1% | +170.4% | +94.1% |
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 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