-10.6%
SNPS vs CRS
-31.8%
+21.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.0% | -0.8% |
| 7D | +1.1% | +4.8% | -3.7% | -0.4% |
| 30D | -5.2% | -23.2% | +18.0% | +1.2% |
| 3M | +10.6% | -45.5% | +56.1% | +28.8% |
| 6M | -10.6% | -33.1% | +22.5% | -3.1% |
| All | -10.6% | -31.8% | +21.2% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling