+8.6%
SNOW vs CF
+312.5%
-303.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.3% |
| 7D | -9.9% | -3.2% | -6.7% | -9.6% |
| 30D | -17.1% | +4.3% | -21.4% | -17.6% |
| 3M | -13.2% | +2.8% | -16.1% | -13.9% |
| 6M | +97.4% | +0.6% | +96.8% | +95.8% |
| YTD | +25.8% | +56.6% | -30.9% | +16.1% |
| 1Y | +4.2% | +49.6% | -45.4% | -3.2% |
| 3Y | +91.3% | +61.5% | +29.8% | +74.1% |
| 5Y | -24.4% | +124.0% | -148.3% | -33.0% |
| All | +8.6% | +312.5% | -303.8% | +5.8% |
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