+7.9%
SNOW vs CF
+227.0%
-219.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -4.9% |
| 7D | +2.8% | +6.0% | -3.2% | +1.8% |
| 30D | +6.4% | +14.8% | -8.4% | +4.1% |
| 3M | +38.1% | +14.1% | +24.0% | +34.8% |
| 6M | +100.4% | +28.5% | +71.9% | +89.6% |
| YTD | +53.7% | +74.9% | -21.2% | +37.3% |
| 1Y | +52.0% | +61.7% | -9.7% | +37.4% |
| 3Y | +114.7% | +80.3% | +34.3% | +87.8% |
| All | +7.9% | +227.0% | -219.1% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling