-92.0%
SNAP vs CGNX
-25.4%
-66.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +0.8% |
| 7D | +3.8% | +3.2% | +0.7% | +2.2% |
| 30D | +9.2% | +6.0% | +3.2% | +5.2% |
| 3M | +6.6% | +3.5% | +3.0% | +2.8% |
| 6M | +16.9% | +26.3% | -9.4% | 0.0% |
| YTD | -29.6% | +79.2% | -108.9% | -54.3% |
| 1Y | -22.1% | +43.8% | -65.9% | -42.8% |
| 3Y | -39.8% | +52.0% | -91.8% | -62.1% |
| All | -92.0% | -25.4% | -66.6% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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