+102.2%
SNOW vs CEG
+181.7%
-79.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.9% | +6.7% | -1.8% | +3.3% |
| 30D | +1.5% | +11.0% | -9.5% | -1.0% |
| 3M | +39.5% | +19.5% | +20.0% | +33.5% |
| 6M | +85.9% | -5.9% | +91.7% | +85.7% |
| YTD | +52.9% | -15.0% | +67.9% | +55.7% |
| 1Y | +48.1% | +0.6% | +47.5% | +43.5% |
| 3Y | +102.2% | +180.6% | -78.4% | +46.5% |
| All | +102.2% | +181.7% | -79.5% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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