-14.0%
SNPS vs CRL
+42.4%
-56.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.9% |
| 7D | -11.0% | -1.0% | -10.0% | -10.7% |
| 30D | -1.7% | +10.7% | -12.4% | -4.4% |
| 3M | -20.4% | +55.3% | -75.6% | -30.0% |
| 6M | -8.6% | +60.7% | -69.3% | -21.3% |
| YTD | -16.2% | +44.6% | -60.8% | -25.5% |
| 1Y | -34.6% | +77.7% | -112.3% | -45.5% |
| All | -14.0% | +42.4% | -56.5% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling