-14.0%
SNPS vs CTAS
+66.0%
-80.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -11.0% | -1.8% | -9.2% | -10.4% |
| 30D | -1.7% | -0.2% | -1.5% | -1.8% |
| 3M | -20.4% | +11.7% | -32.0% | -24.4% |
| 6M | -8.6% | +0.7% | -9.3% | -8.7% |
| YTD | -16.2% | +7.4% | -23.6% | -19.1% |
| 1Y | -34.6% | -2.1% | -32.5% | -33.6% |
| All | -14.0% | +66.0% | -80.0% | -35.0% |
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