+29.8%
SNOW vs CCI
-41.7%
+71.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | 0.0% |
| 7D | -7.5% | -4.4% | -3.1% | -6.2% |
| 30D | -1.3% | +0.3% | -1.6% | -1.3% |
| 3M | +37.4% | -20.0% | +57.4% | +46.7% |
| 6M | +88.1% | -14.5% | +102.6% | +96.1% |
| YTD | +50.3% | -14.9% | +65.2% | +56.2% |
| 1Y | +46.0% | -17.7% | +63.7% | +52.9% |
| 3Y | +98.7% | -12.4% | +111.0% | +89.4% |
| 5Y | +3.5% | -50.1% | +53.6% | +37.9% |
| All | +29.8% | -41.7% | +71.5% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling