+17.9%
SNPS vs CPRT
-8.8%
+26.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +1.4% |
| 7D | -5.5% | -0.4% | -5.1% | -5.4% |
| 30D | -4.5% | +8.2% | -12.7% | -10.1% |
| 3M | -15.5% | +2.3% | -17.8% | -18.3% |
| 6M | -10.1% | -14.7% | +4.7% | -1.4% |
| YTD | -16.3% | -18.2% | +1.9% | -6.0% |
| 1Y | -34.9% | -33.4% | -1.6% | -14.9% |
| 3Y | -14.4% | -28.3% | +14.0% | +1.0% |
| 5Y | +17.9% | -9.8% | +27.7% | +10.8% |
| All | +17.9% | -8.8% | +26.7% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling