-26.1%
SNOW vs CCI
-35.6%
+9.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.8% | -2.9% |
| 7D | +5.5% | +2.5% | +3.0% | +4.7% |
| 30D | -13.2% | +14.4% | -27.6% | -16.8% |
| 3M | -13.7% | +21.7% | -35.4% | -19.1% |
| 6M | +91.0% | +4.0% | +87.0% | +86.8% |
| YTD | +32.7% | +6.2% | +26.4% | +28.0% |
| 1Y | +13.3% | +5.4% | +7.9% | +9.5% |
| 3Y | +83.4% | +11.7% | +71.6% | +59.3% |
| All | -26.1% | -35.6% | +9.5% | -12.6% |
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