+10.9%
CMG vs SNPS
+6.4%
+4.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +22.5% | -3.9% | +26.5% | +22.7% |
| 30D | +14.1% | -5.2% | +19.3% | +14.2% |
| 3M | +4.1% | +14.6% | -10.6% | +3.6% |
| 6M | +10.1% | -6.9% | +17.0% | +11.2% |
| YTD | -4.9% | -1.4% | -3.4% | -5.7% |
| 1Y | +10.9% | +11.2% | -0.3% | +9.2% |
| All | +10.9% | +6.4% | +4.5% | +9.2% |
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