-4.1%
CMG vs SNPS
+30.3%
-34.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +2.5% | +1.1% | +1.4% | +2.2% |
| 30D | +15.6% | -5.2% | +20.7% | +16.9% |
| 3M | +8.2% | +10.6% | -2.4% | +3.9% |
| 6M | +9.9% | -10.6% | +20.5% | +11.3% |
| YTD | -4.6% | -3.1% | -1.6% | -6.8% |
| 1Y | +12.4% | +15.6% | -3.1% | +3.3% |
| 3Y | -18.0% | -12.9% | -5.0% | -26.3% |
| All | -4.1% | +30.3% | -34.4% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling