-34.9%
SNPS vs CRL
+66.2%
-101.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -5.5% | -4.6% | -0.9% | -4.2% |
| 30D | -4.5% | +0.5% | -5.0% | -4.6% |
| 3M | -15.5% | +46.6% | -62.1% | -25.0% |
| 6M | -10.1% | +57.3% | -67.3% | -22.7% |
| YTD | -16.3% | +39.5% | -55.8% | -22.9% |
| 1Y | -34.9% | +76.9% | -111.8% | -51.2% |
| All | -34.9% | +66.2% | -101.1% | -51.2% |
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 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