+16.5%
SNPS vs CSGP
-53.7%
+70.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.6% |
| 7D | +0.2% | -1.8% | +2.0% | +0.2% |
| 30D | -8.4% | +5.3% | -13.7% | -9.3% |
| 3M | +12.3% | +3.3% | +8.9% | +10.7% |
| 6M | -9.6% | -4.7% | -4.9% | -9.6% |
| YTD | -0.6% | -53.5% | +53.0% | +17.0% |
| All | +16.5% | -53.7% | +70.3% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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