+290.0%
SNPS vs CTVA
+131.3%
+158.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.3% |
| 7D | +1.1% | -20.8% | +21.8% | +5.9% |
| 30D | -5.2% | -29.6% | +24.5% | +2.5% |
| 3M | +10.6% | -16.9% | +27.4% | +13.4% |
| 6M | -10.6% | -24.3% | +13.6% | -6.7% |
| YTD | -3.1% | -5.6% | +2.5% | -6.0% |
| 1Y | +15.6% | -4.2% | +19.7% | +11.4% |
| 3Y | -12.9% | +43.3% | -56.2% | -27.2% |
| 5Y | +31.2% | +35.7% | -4.5% | +9.7% |
| All | +290.0% | +131.3% | +158.8% | +150.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling