-7.6%
CMG vs SNPS
-14.5%
+6.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -6.5% | -5.5% | -1.0% | -5.6% |
| 30D | +12.1% | -4.5% | +16.6% | +12.6% |
| 3M | +20.6% | -15.5% | +36.1% | +23.5% |
| 6M | +2.1% | -10.1% | +12.2% | +2.5% |
| YTD | -2.6% | -16.3% | +13.7% | -1.1% |
| 1Y | -8.7% | -34.9% | +26.2% | -4.5% |
| All | -7.6% | -14.5% | +6.9% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling