+663.1%
SNPS vs CPRT
+398.2%
+264.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +3.2% |
| 7D | -3.7% | +6.0% | -9.7% | -7.1% |
| 30D | -10.4% | +20.0% | -30.4% | -20.1% |
| 3M | +11.0% | +10.1% | +0.8% | +2.4% |
| 6M | -10.7% | -4.3% | -6.4% | -11.7% |
| YTD | -4.1% | -18.4% | +14.3% | +4.2% |
| 1Y | +13.7% | -20.1% | +33.8% | +24.9% |
| 3Y | -8.1% | -30.4% | +22.3% | +8.6% |
| 5Y | +32.2% | -17.0% | +49.2% | +37.6% |
| All | +663.1% | +398.2% | +264.9% | +283.6% |
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