+14.7%
SNOW vs CFG
+214.0%
-199.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +4.6% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | -21.1% | +3.2% | -24.3% | -21.8% |
| 3M | -11.9% | -9.7% | -2.2% | -9.0% |
| 6M | +91.0% | +3.6% | +87.3% | +87.5% |
| YTD | +32.7% | +14.7% | +18.0% | +25.3% |
| 1Y | +10.8% | +29.6% | -18.8% | +0.1% |
| 3Y | +86.2% | +190.6% | -104.3% | +28.2% |
| 5Y | -22.7% | +67.1% | -89.8% | -38.2% |
| All | +14.7% | +214.0% | -199.3% | -5.9% |
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