-1.4%
CRM vs SNOW
+34.6%
-35.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | -8.1% | -7.5% | -0.6% | -6.1% |
| 30D | +23.1% | -1.3% | +24.4% | +23.2% |
| 3M | +42.5% | +37.4% | +5.1% | +29.8% |
| 6M | +25.3% | +88.1% | -62.8% | +2.1% |
| YTD | -7.8% | +50.3% | -58.1% | -20.1% |
| 1Y | +1.0% | +46.0% | -45.0% | -12.4% |
| 3Y | +10.0% | +98.7% | -88.7% | -17.0% |
| 5Y | -3.9% | +3.5% | -7.4% | -21.9% |
| All | -1.4% | +34.6% | -35.9% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling