Common ways to segment your data:
By date and time, by device, by marketing channel, by geography, and by customer characteristics.
Segmentation
Allows you to isolate and analyze subsets of your data, helps you understand what caused a change to your aggregated data.
Context
Helps you understand if your performance is good or bad.
External context
Usually comes from industry benchmark data, can help you understand how you perform relative to other similar businesses.
Internal context
Helps you set expectations based on your own historical performance, an example would be setting your key performance indicator targets.