-12.9%
SNPS vs CPRT
-34.3%
+21.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +1.1% | -0.4% | +1.4% | +1.2% |
| 30D | -5.2% | +21.2% | -26.3% | -11.2% |
| 3M | +10.6% | +8.3% | +2.3% | +6.5% |
| 6M | -10.6% | -3.4% | -7.2% | -10.1% |
| YTD | -3.1% | -18.7% | +15.6% | +6.6% |
| 1Y | +15.6% | -23.5% | +39.1% | +31.6% |
| 3Y | -12.9% | -34.2% | +21.2% | +4.1% |
| All | -12.9% | -34.3% | +21.4% | +4.1% |
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