-77.7%
SNAP vs CAG
-45.0%
-32.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -4.0% |
| 7D | +0.7% | -3.8% | +4.5% | +0.8% |
| 30D | +2.6% | +3.1% | -0.5% | +2.5% |
| 3M | -9.9% | +23.5% | -33.4% | -10.1% |
| 6M | +1.9% | -14.8% | +16.7% | +2.1% |
| YTD | -32.2% | -5.4% | -26.8% | -32.2% |
| 1Y | -22.8% | -11.8% | -11.0% | -22.7% |
| 3Y | -47.6% | -36.7% | -10.9% | -47.2% |
| 5Y | -92.7% | -40.3% | -52.4% | -92.7% |
| All | -77.7% | -45.0% | -32.6% | -79.4% |
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