+91.3%
SNOW vs CF
+57.7%
+33.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -17.5% |
| 3M | -13.2% | +2.8% | -16.1% | -13.9% |
| 6M | +97.4% | +0.6% | +96.8% | +95.9% |
| YTD | +25.8% | +56.6% | -30.9% | +12.6% |
| 1Y | +4.2% | +49.6% | -45.4% | -5.8% |
| 3Y | +91.3% | +61.5% | +29.8% | +63.9% |
| All | +91.3% | +57.7% | +33.6% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling