+111.6%
SNOW vs CB
+74.5%
+37.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.4% |
| 7D | +2.8% | +0.5% | +2.3% | +2.8% |
| 30D | +6.4% | -3.1% | +9.5% | +6.3% |
| 3M | +38.1% | +9.0% | +29.1% | +38.4% |
| 6M | +100.4% | +2.9% | +97.5% | +101.1% |
| YTD | +53.7% | +10.1% | +43.6% | +53.5% |
| 1Y | +52.0% | +22.8% | +29.2% | +49.7% |
| All | +111.6% | +74.5% | +37.1% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling