+11.2%
SNPS vs CRS
-3.8%
+15.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -3.9% | +4.3% | -8.3% | -4.7% |
| 30D | -5.2% | -25.5% | +20.3% | -0.1% |
| 3M | +14.6% | -48.7% | +63.3% | +28.7% |
| 6M | -6.9% | -31.6% | +24.7% | +0.1% |
| YTD | -1.4% | -7.0% | +5.6% | +4.3% |
| 1Y | +11.2% | -4.5% | +15.7% | +18.0% |
| All | +11.2% | -3.8% | +15.0% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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