-15.6%
SNPS vs CPRT
-25.5%
+9.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | -11.0% | +2.2% | -13.2% | -11.9% |
| 30D | -1.7% | +16.6% | -18.4% | -8.4% |
| 3M | -20.4% | +9.6% | -29.9% | -24.2% |
| 6M | -8.6% | -11.1% | +2.5% | -3.0% |
| YTD | -16.2% | -13.9% | -2.3% | -9.7% |
| 1Y | -34.6% | -32.5% | -2.1% | -18.4% |
| All | -15.6% | -25.5% | +9.9% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling