-24.8%
SNAP vs CAG
-15.1%
-9.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.9% |
| 7D | +1.5% | -5.3% | +6.8% | +0.9% |
| 30D | +1.9% | +1.0% | +0.9% | +2.0% |
| 3M | -3.9% | +17.4% | -21.3% | -0.3% |
| 6M | +5.2% | -16.8% | +22.0% | -3.2% |
| YTD | -32.7% | -6.8% | -25.9% | -34.3% |
| 1Y | -24.8% | -15.4% | -9.4% | -29.6% |
| All | -24.8% | -15.1% | -9.7% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling