+3.3%
SNOW vs CDE
+196.4%
-193.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -2.4% | -3.1% | +0.7% | -1.9% |
| 30D | -1.0% | +9.5% | -10.5% | -2.7% |
| 3M | +36.9% | +25.5% | +11.4% | +30.5% |
| 6M | +83.4% | -7.9% | +91.3% | +82.0% |
| YTD | +50.0% | +15.6% | +34.4% | +41.8% |
| 1Y | +46.5% | +34.0% | +12.5% | +33.2% |
| 3Y | +93.3% | +791.9% | -698.6% | +14.0% |
| All | +3.3% | +196.4% | -193.1% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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