+322.0%
CMG vs SNPS
+585.4%
-263.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.1% | +0.9% | -3.0% | -2.4% |
| 30D | +10.9% | -3.6% | +14.5% | +11.6% |
| 3M | +15.8% | -12.9% | +28.8% | +20.1% |
| 6M | +6.9% | -8.2% | +15.2% | +7.3% |
| YTD | -2.2% | -15.4% | +13.2% | +0.6% |
| 1Y | -7.1% | -9.3% | +2.2% | -8.5% |
| 3Y | -7.1% | -14.0% | +6.8% | -18.1% |
| 5Y | -4.8% | +19.5% | -24.3% | -32.1% |
| All | +322.0% | +585.4% | -263.4% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling