+16.5%
SNPS vs CRL
+111.4%
-94.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +2.8% |
| 7D | +0.2% | +4.4% | -4.2% | -0.7% |
| 30D | -8.4% | +17.1% | -25.5% | -10.7% |
| 3M | +12.3% | +32.1% | -19.8% | +7.1% |
| 6M | -9.6% | +98.9% | -108.5% | -20.1% |
| YTD | -0.6% | +77.1% | -77.7% | -6.0% |
| All | +16.5% | +111.4% | -94.9% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling