+4,943.4%
SNPS vs CRH
+5,301.2%
-357.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.4% |
| 7D | -4.6% | -4.8% | +0.2% | -3.7% |
| 30D | -3.3% | -13.1% | +9.8% | -0.5% |
| 3M | -13.8% | -12.0% | -1.8% | -11.6% |
| 6M | -8.2% | -16.9% | +8.7% | -5.0% |
| YTD | -15.4% | -29.0% | +13.5% | -9.6% |
| 1Y | +2.4% | -20.3% | +22.7% | +6.9% |
| 3Y | -13.5% | +69.2% | -82.7% | -22.6% |
| 5Y | +19.5% | +94.6% | -75.2% | +3.4% |
| 10Y | +581.0% | +250.3% | +330.7% | +421.9% |
| All | +4,943.4% | +5,301.2% | -357.7% | +3,066.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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