-25.6%
SNOW vs CFG
+61.2%
-86.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | -9.9% | -0.9% | -9.0% | -9.5% |
| 30D | -17.1% | +1.1% | -18.2% | -17.5% |
| 3M | -13.2% | -12.0% | -1.3% | -8.5% |
| 6M | +97.4% | -2.2% | +99.7% | +97.3% |
| YTD | +25.8% | +11.4% | +14.4% | +17.6% |
| 1Y | +4.2% | +27.8% | -23.6% | -8.9% |
| 3Y | +91.3% | +173.3% | -82.0% | +13.3% |
| All | -25.6% | +61.2% | -86.8% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling