+14.6%
SNOW vs CB
+248.5%
-233.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.6% | -2.7% |
| 7D | +5.5% | +2.9% | +2.5% | +5.2% |
| 30D | -13.2% | +7.3% | -20.5% | -13.8% |
| 3M | -13.7% | +9.4% | -23.1% | -14.5% |
| 6M | +91.0% | +19.6% | +71.3% | +87.2% |
| YTD | +32.7% | +21.5% | +11.2% | +29.4% |
| 1Y | +13.3% | +28.0% | -14.7% | +9.6% |
| 3Y | +83.4% | +74.9% | +8.5% | +67.3% |
| 5Y | -24.7% | +108.1% | -132.8% | -34.4% |
| All | +14.6% | +248.5% | -233.9% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling