-10.7%
CMG vs SNPS
-33.5%
+22.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -1.3% |
| 7D | -2.8% | -11.0% | +8.2% | -2.2% |
| 30D | +7.1% | -1.7% | +8.9% | +7.1% |
| 3M | +31.2% | -20.4% | +51.5% | +33.1% |
| 6M | +0.7% | -8.6% | +9.3% | +0.3% |
| YTD | -0.1% | -16.2% | +16.0% | +0.1% |
| 1Y | -10.7% | -34.6% | +23.8% | -10.2% |
| All | -10.7% | -33.5% | +22.7% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 1y: compounded portfolio wealth divided by compounded SNPS 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…
1y analysis · Full analysis span regression · 6 months rolling