-77.8%
SNAP vs CAG
-45.8%
-32.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | +1.5% | -5.3% | +6.8% | +1.6% |
| 30D | +1.9% | +1.0% | +0.9% | +1.8% |
| 3M | -3.9% | +17.4% | -21.3% | -4.1% |
| 6M | +5.2% | -16.8% | +22.0% | +5.5% |
| YTD | -32.7% | -6.8% | -25.9% | -32.7% |
| 1Y | -24.8% | -15.4% | -9.4% | -24.5% |
| 3Y | -42.2% | -37.1% | -5.1% | -41.7% |
| 5Y | -92.7% | -41.3% | -51.4% | -92.6% |
| All | -77.8% | -45.8% | -32.0% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling