+2,057.9%
SNPS vs CRL
+1,630.9%
+427.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.8% | -5.5% | 0.0% |
| 7D | -3.7% | -6.1% | +2.4% | -2.1% |
| 30D | -10.4% | +12.4% | -22.8% | -13.8% |
| 3M | +11.0% | +27.1% | -16.2% | +2.5% |
| 6M | -10.7% | +85.7% | -96.4% | -27.6% |
| YTD | -4.1% | +69.2% | -73.3% | -20.5% |
| 1Y | +13.7% | +97.5% | -83.8% | -10.3% |
| 3Y | -8.1% | +86.1% | -94.2% | -29.4% |
| 5Y | +32.2% | -10.0% | +42.2% | +23.6% |
| 10Y | +681.4% | +395.0% | +286.4% | +361.8% |
| All | +2,057.9% | +1,630.9% | +427.0% | +892.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling