+18.6%
SNOW vs CF
+325.8%
-307.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.8% |
| 7D | +3.7% | +10.4% | -6.7% | +2.5% |
| 30D | -16.4% | +7.6% | -24.0% | -17.2% |
| 3M | -9.9% | +5.2% | -15.0% | -10.7% |
| 6M | +98.8% | -0.1% | +98.9% | +97.7% |
| YTD | +37.3% | +61.7% | -24.4% | +26.3% |
| 1Y | +11.0% | +50.3% | -39.3% | +3.2% |
| 3Y | +87.8% | +66.0% | +21.8% | +70.4% |
| 5Y | -18.4% | +114.5% | -132.9% | -28.0% |
| All | +18.6% | +325.8% | -307.2% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling