+17.6%
SNOW vs CFG
+212.8%
-195.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +10.8% | +1.6% | +9.2% | +10.3% |
| 30D | -16.5% | +3.3% | -19.8% | -17.3% |
| 3M | -10.1% | -11.5% | +1.4% | -6.6% |
| 6M | +96.5% | +6.2% | +90.3% | +91.4% |
| YTD | +36.2% | +14.3% | +21.9% | +28.7% |
| 1Y | +10.7% | +26.7% | -16.0% | +0.8% |
| 3Y | +86.2% | +187.8% | -101.5% | +28.6% |
| 5Y | -22.7% | +61.3% | -84.0% | -38.1% |
| All | +17.6% | +212.8% | -195.2% | -3.4% |
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