+237.5%
SNPS vs CTVA
+223.3%
+14.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | -11.0% | +4.9% | -16.0% | -12.3% |
| 30D | -1.7% | +11.9% | -13.7% | -5.0% |
| 3M | -20.4% | +13.7% | -34.0% | -24.0% |
| 6M | -8.6% | +13.1% | -21.8% | -13.0% |
| YTD | -16.2% | +32.0% | -48.1% | -24.1% |
| 1Y | -34.6% | +22.1% | -56.6% | -39.5% |
| 3Y | -14.5% | +77.5% | -91.9% | -30.8% |
| 5Y | +17.0% | +106.3% | -89.3% | -11.3% |
| All | +237.5% | +223.3% | +14.2% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling