+8.6%
SNOW vs CB
+238.5%
-229.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.1% | +2.5% |
| 7D | -9.9% | +0.2% | -10.1% | -9.9% |
| 30D | -17.1% | +9.1% | -26.2% | -17.9% |
| 3M | -13.2% | +3.4% | -16.7% | -13.6% |
| 6M | +97.4% | +14.1% | +83.3% | +94.4% |
| YTD | +25.8% | +18.0% | +7.8% | +23.0% |
| 1Y | +4.2% | +30.1% | -25.9% | +0.3% |
| 3Y | +91.3% | +71.8% | +19.5% | +74.6% |
| 5Y | -24.4% | +101.8% | -126.2% | -34.0% |
| All | +8.6% | +238.5% | -229.9% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling