-10.1%
SNPS vs CTAS
+78.6%
-88.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.7% | -4.5% |
| 7D | -10.2% | +3.8% | -14.0% | -11.2% |
| 30D | -12.8% | +15.5% | -28.4% | -17.1% |
| 3M | +9.9% | +12.7% | -2.9% | +5.2% |
| 6M | -12.4% | +34.5% | -46.9% | -22.7% |
| YTD | -6.3% | +21.3% | -27.6% | -13.2% |
| 1Y | +7.6% | +23.1% | -15.4% | -1.2% |
| All | -10.1% | +78.6% | -88.7% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 3y: compounded portfolio wealth divided by compounded CTAS 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…
3y analysis · Full analysis span regression · 6 months rolling