-5.0%
CMG vs SNPS
+18.4%
-23.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | -3.8% | -4.6% | +0.8% | -2.6% |
| 30D | +12.9% | -3.3% | +16.3% | +13.4% |
| 3M | +18.8% | -13.8% | +32.5% | +22.7% |
| 6M | +4.1% | -8.2% | +12.3% | +4.3% |
| YTD | -2.4% | -15.4% | +13.1% | -0.1% |
| 1Y | -6.7% | +2.4% | -9.1% | -11.9% |
| 3Y | -7.1% | -13.5% | +6.4% | -18.9% |
| 5Y | -5.0% | +19.5% | -24.4% | -33.8% |
| All | -5.0% | +18.4% | -23.3% | -33.8% |
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