+323.7%
CMG vs SNAP
-78.1%
+401.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +2.5% | +6.0% | -3.6% | +1.7% |
| 30D | +15.6% | -13.8% | +29.4% | +17.5% |
| 3M | +8.2% | -0.8% | +8.9% | +7.5% |
| 6M | +9.9% | -6.2% | +16.1% | +9.1% |
| YTD | -4.6% | -34.8% | +30.2% | -1.3% |
| 1Y | +12.4% | -38.7% | +51.1% | +17.3% |
| 3Y | -18.0% | -53.5% | +35.5% | -16.7% |
| 5Y | -5.3% | -90.2% | +84.9% | +9.7% |
| All | +323.7% | -78.1% | +401.8% | +283.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling