+3.6%
SNOW vs CCI
-51.2%
+54.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +8.4% | -0.3% | +8.6% | +8.6% |
| 30D | -1.0% | +2.1% | -3.1% | -1.5% |
| 3M | +38.3% | -17.8% | +56.2% | +46.0% |
| 6M | +81.3% | -14.2% | +95.5% | +88.5% |
| YTD | +51.1% | -13.3% | +64.5% | +55.9% |
| 1Y | +47.0% | -16.6% | +63.6% | +53.1% |
| 3Y | +99.7% | -10.8% | +110.6% | +88.1% |
| 5Y | +3.6% | -50.3% | +53.9% | +39.6% |
| All | +3.6% | -51.2% | +54.8% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling