+52.0%
SNOW vs CCI
-18.8%
+70.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.6% | -5.1% |
| 7D | +2.8% | -0.4% | +3.2% | +2.9% |
| 30D | +6.4% | +2.7% | +3.7% | +6.1% |
| 3M | +38.1% | -18.2% | +56.3% | +41.2% |
| 6M | +100.4% | -14.8% | +115.2% | +103.9% |
| YTD | +53.7% | -12.6% | +66.3% | +54.1% |
| 1Y | +52.0% | -16.7% | +68.7% | +53.5% |
| All | +52.0% | -18.8% | +70.7% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling