-19.9%
SNOW vs CF
+114.0%
-133.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.3% |
| 7D | +0.2% | +4.8% | -4.5% | -0.4% |
| 30D | -19.8% | +9.7% | -29.5% | -21.0% |
| 3M | -11.6% | +1.2% | -12.9% | -12.2% |
| 6M | +94.0% | +7.4% | +86.6% | +90.1% |
| YTD | +34.8% | +60.5% | -25.7% | +21.1% |
| 1Y | +10.1% | +50.7% | -40.6% | +0.1% |
| 3Y | +84.4% | +64.8% | +19.6% | +62.3% |
| All | -19.9% | +114.0% | -133.9% | -44.2% |
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