+14.7%
SNOW vs CB
+237.1%
-222.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.6% |
| 7D | +0.2% | -1.5% | +1.7% | +0.3% |
| 30D | -21.1% | +6.5% | -27.6% | -21.6% |
| 3M | -11.9% | +4.1% | -16.0% | -12.3% |
| 6M | +91.0% | +14.4% | +76.6% | +87.9% |
| YTD | +32.7% | +17.5% | +15.2% | +29.8% |
| 1Y | +10.8% | +27.5% | -16.8% | +6.9% |
| 3Y | +86.2% | +71.6% | +14.6% | +69.9% |
| 5Y | -22.7% | +100.6% | -123.3% | -32.5% |
| All | +14.7% | +237.1% | -222.4% | -10.8% |
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