-5.7%
CMG vs SNAP
-92.8%
+87.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.2% |
| 7D | -6.5% | -5.0% | -1.5% | -5.9% |
| 30D | +12.1% | -0.7% | +12.9% | +12.0% |
| 3M | +20.6% | -5.0% | +25.6% | +20.4% |
| 6M | +2.1% | +3.5% | -1.4% | +0.1% |
| YTD | -2.6% | -34.2% | +31.6% | +1.0% |
| 1Y | -8.7% | -27.1% | +18.4% | -6.9% |
| 3Y | -7.4% | -43.5% | +36.1% | -9.0% |
| 5Y | -5.7% | -92.9% | +87.2% | +16.7% |
| All | -5.7% | -92.8% | +87.2% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling