+30.5%
SNOW vs CDE
+152.1%
-121.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | +8.4% | -2.0% | +10.3% | +8.7% |
| 30D | -1.0% | +15.7% | -16.7% | -3.4% |
| 3M | +38.3% | +30.5% | +7.8% | +31.6% |
| 6M | +81.3% | -7.4% | +88.7% | +79.8% |
| YTD | +51.1% | +17.9% | +33.2% | +43.3% |
| 1Y | +47.0% | +46.7% | +0.2% | +33.0% |
| 3Y | +99.7% | +851.3% | -751.5% | +25.6% |
| 5Y | +3.6% | +202.9% | -199.3% | -27.9% |
| All | +30.5% | +152.1% | -121.5% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling