+334.0%
CMG vs SNAP
-77.0%
+411.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -0.3% |
| 7D | -3.8% | -3.2% | -0.7% | -3.4% |
| 30D | +12.9% | +0.2% | +12.7% | +12.7% |
| 3M | +18.8% | +2.6% | +16.2% | +17.3% |
| 6M | +4.1% | +12.4% | -8.4% | +0.7% |
| YTD | -2.4% | -31.6% | +29.2% | +1.0% |
| 1Y | -6.7% | -21.7% | +15.0% | -5.6% |
| 3Y | -7.1% | -41.2% | +34.1% | -8.6% |
| 5Y | -5.0% | -92.6% | +87.6% | +14.5% |
| All | +334.0% | -77.0% | +411.0% | +292.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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