-10.0%
CRM vs SNOW
+7.5%
-17.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.6% |
| 7D | -6.2% | -14.5% | +8.3% | -2.1% |
| 30D | -1.2% | -14.3% | +13.1% | +2.7% |
| 3M | +19.1% | -8.3% | +27.4% | +21.1% |
| 6M | +23.0% | +101.5% | -78.5% | -0.5% |
| YTD | -13.7% | +32.5% | -46.2% | -21.8% |
| 1Y | -10.0% | +9.5% | -19.5% | -19.0% |
| All | -10.0% | +7.5% | -17.5% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 1y: compounded portfolio wealth divided by compounded SNOW 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…
1y analysis · Full analysis span regression · 6 months rolling