+691.2%
SNPS vs CRL
+400.8%
+290.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +1.8% |
| 7D | +0.2% | +4.4% | -4.2% | -1.7% |
| 30D | -8.4% | +17.1% | -25.5% | -14.4% |
| 3M | +12.3% | +32.1% | -19.8% | -0.5% |
| 6M | -9.6% | +98.9% | -108.5% | -33.5% |
| YTD | -0.6% | +77.1% | -77.7% | -24.1% |
| 1Y | +18.7% | +110.3% | -91.6% | -16.0% |
| 3Y | -7.6% | +108.5% | -116.1% | -39.4% |
| 5Y | +34.1% | -7.9% | +41.9% | +27.4% |
| 10Y | +691.2% | +368.9% | +322.3% | +268.2% |
| All | +691.2% | +400.8% | +290.4% | +268.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling