+3,521.5%
SNPS vs CPRT
+23,878.7%
-20,357.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | -11.0% | +2.2% | -13.2% | -11.5% |
| 30D | -1.7% | +16.6% | -18.4% | -5.8% |
| 3M | -20.4% | +9.6% | -29.9% | -22.7% |
| 6M | -8.6% | -11.1% | +2.5% | -6.5% |
| YTD | -16.2% | -13.9% | -2.3% | -13.7% |
| 1Y | -34.6% | -32.5% | -2.1% | -28.4% |
| 3Y | -14.5% | -25.0% | +10.6% | -8.6% |
| 5Y | +17.0% | -7.4% | +24.4% | +19.4% |
| 10Y | +560.0% | +422.0% | +138.0% | +371.6% |
| All | +3,521.5% | +23,878.7% | -20,357.2% | +1,275.1% |
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 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