+556.6%
SNPS vs CRL
+241.6%
+315.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.6% |
| 7D | -5.5% | -0.6% | -4.9% | -5.3% |
| 30D | -5.8% | +5.0% | -10.7% | -7.6% |
| 3M | -17.2% | +50.6% | -67.8% | -30.6% |
| 6M | -10.4% | +60.9% | -71.3% | -28.2% |
| YTD | -16.5% | +40.7% | -57.3% | -29.5% |
| 1Y | -35.6% | +73.3% | -108.9% | -50.3% |
| 3Y | -14.6% | +40.6% | -55.2% | -33.2% |
| 5Y | +16.5% | -37.0% | +53.4% | +31.1% |
| 10Y | +556.6% | +244.3% | +312.3% | +245.5% |
| All | +556.6% | +241.6% | +315.0% | +245.5% |
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