+61.0%
CSCO vs SNOW
+43.4%
+17.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | -1.1% | -7.5% | +6.4% | -1.0% |
| 30D | -10.8% | -1.3% | -9.5% | -10.8% |
| 3M | -9.2% | +37.4% | -46.7% | -9.5% |
| 6M | +39.5% | +88.1% | -48.5% | +37.7% |
| YTD | +41.5% | +50.3% | -8.8% | +40.8% |
| 1Y | +61.0% | +46.0% | +15.0% | +58.9% |
| All | +61.0% | +43.4% | +17.5% | +58.9% |
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