+84.4%
SNOW vs CF
+62.9%
+21.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.4% |
| 7D | +0.2% | +4.8% | -4.5% | -0.2% |
| 30D | -19.8% | +9.7% | -29.5% | -20.6% |
| 3M | -11.6% | +1.2% | -12.9% | -12.0% |
| 6M | +94.0% | +7.4% | +86.6% | +90.7% |
| YTD | +34.8% | +60.5% | -25.7% | +19.9% |
| 1Y | +10.1% | +50.7% | -40.6% | -0.6% |
| 3Y | +84.4% | +64.8% | +19.6% | +55.5% |
| All | +84.4% | +62.9% | +21.5% | +55.5% |
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