+240.5%
SNPS vs CTVA
+208.7%
+31.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +0.9% | -4.5% | +5.4% | +2.2% |
| 30D | -3.6% | +11.3% | -14.9% | -6.7% |
| 3M | -12.9% | +12.3% | -25.2% | -16.8% |
| 6M | -8.2% | +7.2% | -15.4% | -11.3% |
| YTD | -15.4% | +26.0% | -41.4% | -22.5% |
| 1Y | -9.3% | +16.0% | -25.3% | -15.1% |
| 3Y | -14.0% | +73.9% | -87.9% | -30.1% |
| 5Y | +19.5% | +103.8% | -84.3% | -9.2% |
| All | +240.5% | +208.7% | +31.8% | +106.9% |
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