-79.4%
SNAP vs CAG
-45.1%
-34.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -7.3% | +4.6% | -11.9% | -7.4% |
| 30D | -18.9% | +14.7% | -33.6% | -19.2% |
| 3M | -5.3% | +2.4% | -7.6% | -5.3% |
| 6M | -16.9% | +10.7% | -27.7% | -17.1% |
| YTD | -37.4% | -5.5% | -31.9% | -37.5% |
| 1Y | -38.5% | -4.6% | -33.9% | -38.5% |
| 3Y | -55.1% | -34.4% | -20.6% | -54.8% |
| 5Y | -90.8% | -39.2% | -51.6% | -90.7% |
| All | -79.4% | -45.1% | -34.3% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling