+6.1%
SNOW vs CF
+309.7%
-303.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.2% | -13.4% | -7.9% |
| 7D | -18.4% | +0.4% | -18.8% | -18.5% |
| 30D | -19.8% | +2.2% | -22.0% | -20.1% |
| 3M | -14.9% | +2.1% | -17.0% | -15.5% |
| 6M | +90.2% | -6.5% | +96.7% | +90.5% |
| YTD | +22.9% | +55.6% | -32.7% | +13.5% |
| 1Y | +1.8% | +42.3% | -40.5% | -4.8% |
| 3Y | +79.7% | +55.7% | +24.0% | +64.2% |
| 5Y | -26.1% | +122.4% | -148.5% | -34.5% |
| All | +6.1% | +309.7% | -303.5% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling