+14.6%
SNOW vs CF
+332.2%
-317.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +5.5% | +4.8% | +0.7% | +5.0% |
| 30D | -13.2% | +4.7% | -17.9% | -13.7% |
| 3M | -13.7% | +7.4% | -21.2% | -14.7% |
| 6M | +91.0% | +0.6% | +90.4% | +89.9% |
| YTD | +32.7% | +64.1% | -31.5% | +21.8% |
| 1Y | +13.3% | +51.4% | -38.1% | +5.2% |
| 3Y | +83.4% | +67.8% | +15.6% | +66.2% |
| 5Y | -24.7% | +114.1% | -138.8% | -33.6% |
| All | +14.6% | +332.2% | -317.6% | +11.1% |
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