+94.8%
SNOW vs CCI
-10.8%
+105.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +8.4% | -0.3% | +8.6% | +8.4% |
| 30D | -1.0% | +2.1% | -3.1% | -1.0% |
| 3M | +38.3% | -17.8% | +56.2% | +38.7% |
| 6M | +81.3% | -14.2% | +95.5% | +81.8% |
| YTD | +51.1% | -13.3% | +64.5% | +51.2% |
| 1Y | +47.0% | -16.6% | +63.6% | +46.9% |
| All | +94.8% | -10.8% | +105.6% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling