+32.1%
SNOW vs CFG
+234.9%
-202.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +4.9% | +2.7% | +2.2% | +4.0% |
| 30D | +1.5% | -3.7% | +5.2% | +2.7% |
| 3M | +39.5% | +9.5% | +30.1% | +35.0% |
| 6M | +85.9% | +22.2% | +63.6% | +72.2% |
| YTD | +52.9% | +22.3% | +30.6% | +41.5% |
| 1Y | +48.1% | +39.4% | +8.7% | +30.4% |
| 3Y | +102.2% | +188.5% | -86.3% | +39.2% |
| 5Y | +5.5% | +101.5% | -96.1% | -17.6% |
| All | +32.1% | +234.9% | -202.8% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling