+5,491.2%
SNPS vs CTAS
+12,604.6%
-7,113.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.7% | -4.4% |
| 7D | -10.2% | +3.8% | -14.0% | -11.6% |
| 30D | -12.8% | +15.5% | -28.4% | -18.3% |
| 3M | +9.9% | +12.7% | -2.9% | +3.8% |
| 6M | -12.4% | +34.5% | -46.9% | -24.0% |
| YTD | -6.3% | +21.3% | -27.6% | -15.3% |
| 1Y | +7.6% | +23.1% | -15.4% | -3.4% |
| 3Y | -9.8% | +79.3% | -89.1% | -31.6% |
| 5Y | +29.2% | +114.7% | -85.5% | -8.4% |
| 10Y | +663.8% | +867.1% | -203.3% | +188.8% |
| All | +5,491.2% | +12,604.6% | -7,113.3% | +792.3% |
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