+556.6%
SNPS vs CPRT
+411.2%
+145.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.9% | +1.5% |
| 7D | -5.5% | +0.4% | -5.9% | -5.9% |
| 30D | -5.8% | +9.9% | -15.7% | -11.5% |
| 3M | -17.2% | +5.6% | -22.8% | -21.3% |
| 6M | -10.4% | -13.6% | +3.2% | -4.0% |
| YTD | -16.5% | -16.7% | +0.2% | -9.0% |
| 1Y | -35.6% | -33.1% | -2.5% | -19.8% |
| 3Y | -14.6% | -27.1% | +12.4% | -0.6% |
| 5Y | +16.5% | -9.9% | +26.3% | +17.5% |
| 10Y | +556.6% | +415.3% | +141.2% | +212.9% |
| All | +556.6% | +411.2% | +145.4% | +212.9% |
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