+4,149.4%
SNPS vs CPRT
+22,776.4%
-18,627.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.2% | -1.4% | +1.2% | +0.2% |
| 30D | -8.0% | +21.5% | -29.5% | -12.9% |
| 3M | +12.5% | +9.4% | +3.0% | +8.9% |
| 6M | -10.5% | -3.3% | -7.2% | -11.0% |
| YTD | -1.6% | -17.8% | +16.2% | +1.9% |
| 1Y | +16.8% | -22.2% | +39.0% | +22.6% |
| 3Y | -10.9% | -34.0% | +23.1% | -2.4% |
| 5Y | +35.8% | -15.4% | +51.2% | +40.7% |
| 10Y | +675.0% | +376.0% | +299.0% | +461.7% |
| All | +4,149.4% | +22,776.4% | -18,627.1% | +1,522.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling