-78.3%
SNAP vs CGNX
+70.3%
-148.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | -5.0% | +3.2% | -8.2% | -6.4% |
| 30D | -0.7% | -3.7% | +3.0% | +0.4% |
| 3M | -5.0% | +1.0% | -6.0% | -7.1% |
| 6M | +3.5% | +22.1% | -18.6% | -8.2% |
| YTD | -34.2% | +72.7% | -106.9% | -53.6% |
| 1Y | -27.1% | +40.4% | -67.4% | -43.5% |
| 3Y | -43.5% | +45.2% | -88.7% | -59.8% |
| 5Y | -92.9% | -26.7% | -66.2% | -92.9% |
| All | -78.3% | +70.3% | -148.7% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling