-63.2%
CSGP vs SNAP
-90.7%
+27.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.6% | -2.1% | -4.3% |
| 7D | +1.3% | -7.1% | +8.4% | +2.2% |
| 30D | +10.7% | -14.6% | +25.3% | +13.0% |
| 3M | +3.3% | -5.0% | +8.3% | +3.6% |
| 6M | -10.3% | -18.8% | +8.5% | -8.6% |
| YTD | -54.6% | -38.5% | -16.0% | -52.1% |
| 1Y | -54.6% | -38.1% | -16.6% | -52.3% |
| 3Y | -60.3% | -53.8% | -6.6% | -59.2% |
| All | -63.2% | -90.7% | +27.5% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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