+673.5%
SNPS vs CPRT
+370.9%
+302.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.4% |
| 7D | +5.1% | -1.5% | +6.6% | +6.0% |
| 30D | -6.4% | +21.3% | -27.8% | -17.0% |
| 3M | +12.2% | +10.4% | +1.9% | +3.5% |
| 6M | -9.8% | -4.3% | -5.5% | -10.8% |
| YTD | -1.5% | -18.3% | +16.8% | +7.0% |
| 1Y | +16.0% | -22.5% | +38.5% | +30.1% |
| 3Y | -10.8% | -34.3% | +23.5% | +9.5% |
| 5Y | +33.3% | -17.8% | +51.1% | +39.5% |
| All | +673.5% | +370.9% | +302.6% | +292.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling