+5,680.3%
SNPS vs CRS
+5,520.8%
+159.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.0% | -1.0% |
| 7D | +1.1% | +4.8% | -3.7% | 0.0% |
| 30D | -5.2% | -23.2% | +18.0% | +0.1% |
| 3M | +10.6% | -45.5% | +56.1% | +25.8% |
| 6M | -10.6% | -33.1% | +22.5% | -3.2% |
| YTD | -3.1% | -7.2% | +4.1% | -3.4% |
| 1Y | +15.6% | -10.0% | +25.6% | +15.8% |
| 3Y | -12.9% | +332.3% | -345.3% | -40.5% |
| 5Y | +31.2% | +801.9% | -770.7% | -26.6% |
| 10Y | +663.4% | +820.9% | -157.6% | +275.1% |
| All | +5,680.3% | +5,520.8% | +159.5% | +1,512.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling