-90.5%
SNAP vs CAG
-41.0%
-49.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.9% |
| 7D | +6.0% | -3.3% | +9.4% | +5.8% |
| 30D | -13.8% | +7.7% | -21.4% | -13.2% |
| 3M | -0.8% | -3.2% | +2.4% | -1.0% |
| 6M | -6.2% | +7.0% | -13.2% | -5.5% |
| YTD | -34.8% | -9.0% | -25.8% | -35.3% |
| 1Y | -38.7% | -9.6% | -29.1% | -39.2% |
| 3Y | -53.5% | -36.0% | -17.5% | -55.5% |
| All | -90.5% | -41.0% | -49.5% | -90.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling