+4,100.0%
CMG vs SNPS
+1,774.8%
+2,325.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.5% | -5.5% | +4.0% | +0.8% |
| 30D | +12.7% | -5.8% | +18.5% | +14.5% |
| 3M | +26.3% | -17.2% | +43.5% | +34.3% |
| 6M | +4.5% | -10.4% | +14.9% | +5.9% |
| YTD | -0.1% | -16.5% | +16.4% | +3.6% |
| 1Y | -6.8% | -35.6% | +28.9% | +1.6% |
| 3Y | -5.0% | -14.6% | +9.6% | -15.7% |
| 5Y | -3.0% | +16.5% | -19.5% | -29.2% |
| 10Y | +323.6% | +556.6% | -233.0% | +21.4% |
| All | +4,100.0% | +1,774.8% | +2,325.2% | +534.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling