+4,901.1%
SNPS vs CTAS
+11,149.0%
-6,247.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -11.0% | -1.8% | -9.2% | -10.3% |
| 30D | -1.7% | -0.2% | -1.5% | -1.8% |
| 3M | -20.4% | +11.7% | -32.0% | -24.8% |
| 6M | -8.6% | +0.7% | -9.3% | -10.1% |
| YTD | -16.2% | +7.4% | -23.6% | -19.9% |
| 1Y | -34.6% | -2.1% | -32.5% | -34.9% |
| 3Y | -14.5% | +62.9% | -77.4% | -32.2% |
| 5Y | +17.0% | +111.9% | -94.9% | -16.0% |
| 10Y | +560.0% | +652.2% | -92.2% | +177.5% |
| All | +4,901.1% | +11,149.0% | -6,247.8% | +744.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling