+56.4%
CSGP vs SNAP
-78.8%
+135.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.0% | +12.4% | +0.4% |
| 7D | +13.9% | -10.4% | +24.3% | +15.4% |
| 30D | +16.0% | -11.9% | +27.9% | +17.8% |
| 3M | +6.1% | -4.5% | +10.6% | +6.4% |
| 6M | -8.2% | -16.7% | +8.5% | -6.7% |
| YTD | -52.3% | -36.9% | -15.4% | -50.0% |
| 1Y | -54.5% | -30.3% | -24.2% | -53.0% |
| 3Y | -58.6% | -52.5% | -6.1% | -57.4% |
| 5Y | -61.5% | -90.4% | +28.9% | -55.1% |
| All | +56.4% | -78.8% | +135.2% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling