+18.6%
SNOW vs CB
+243.5%
-224.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +3.7% | -1.0% | +4.7% | +3.7% |
| 30D | -16.4% | +7.3% | -23.7% | -17.0% |
| 3M | -9.9% | +7.0% | -16.9% | -10.5% |
| 6M | +98.8% | +16.3% | +82.5% | +95.4% |
| YTD | +37.3% | +19.7% | +17.6% | +34.1% |
| 1Y | +11.0% | +27.8% | -16.8% | +7.3% |
| 3Y | +87.8% | +72.0% | +15.8% | +71.6% |
| 5Y | -18.4% | +104.9% | -123.3% | -28.8% |
| All | +18.6% | +243.5% | -224.8% | -7.8% |
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