+7.9%
SNOW vs CB
+99.7%
-91.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.1% |
| 7D | +2.8% | +0.5% | +2.3% | +2.8% |
| 30D | +6.4% | -3.1% | +9.5% | +6.9% |
| 3M | +38.1% | +9.0% | +29.1% | +36.0% |
| 6M | +100.4% | +2.9% | +97.5% | +99.2% |
| YTD | +53.7% | +10.1% | +43.6% | +50.2% |
| 1Y | +52.0% | +22.8% | +29.2% | +44.3% |
| 3Y | +114.7% | +73.8% | +40.9% | +80.6% |
| All | +7.9% | +99.7% | -91.8% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling