+540.5%
CRWD vs SNOW
+36.9%
+503.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -2.3% | +4.9% | -7.3% | -4.9% |
| 30D | -2.1% | +1.5% | -3.6% | -2.8% |
| 3M | +27.5% | +39.5% | -12.0% | +9.4% |
| 6M | +95.8% | +85.9% | +9.9% | +41.9% |
| YTD | +79.2% | +52.9% | +26.3% | +41.9% |
| 1Y | +96.3% | +48.1% | +48.1% | +57.0% |
| 3Y | +399.8% | +102.2% | +297.6% | +219.1% |
| 5Y | +216.7% | +5.5% | +211.3% | +144.9% |
| All | +540.5% | +36.9% | +503.6% | +352.6% |
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