+19.3%
SNOW vs CEG
+717.3%
-698.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.9% | -10.3% | -6.6% |
| 7D | +2.8% | +8.0% | -5.2% | +0.6% |
| 30D | +6.4% | +12.9% | -6.5% | +3.0% |
| 3M | +38.1% | +13.2% | +24.9% | +33.1% |
| 6M | +100.4% | -7.0% | +107.4% | +100.4% |
| YTD | +53.7% | -15.0% | +68.7% | +56.6% |
| 1Y | +52.0% | -2.7% | +54.7% | +48.0% |
| 3Y | +114.7% | +184.1% | -69.4% | +40.2% |
| All | +19.3% | +717.3% | -698.0% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling