+32.8%
SNOW vs CF
+360.7%
-327.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -5.0% |
| 7D | +2.8% | +6.0% | -3.2% | +2.0% |
| 30D | +6.4% | +14.8% | -8.4% | +4.5% |
| 3M | +38.1% | +14.1% | +24.0% | +35.4% |
| 6M | +100.4% | +28.5% | +71.9% | +91.6% |
| YTD | +53.7% | +74.9% | -21.2% | +40.3% |
| 1Y | +52.0% | +61.7% | -9.7% | +40.1% |
| 3Y | +114.7% | +80.3% | +34.3% | +93.2% |
| 5Y | +8.8% | +226.0% | -217.2% | -4.8% |
| All | +32.8% | +360.7% | -327.9% | +28.0% |
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