+32.8%
SNOW vs CFG
+238.7%
-205.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +2.8% | +1.5% | +1.3% | +2.3% |
| 30D | +6.4% | -3.8% | +10.3% | +7.7% |
| 3M | +38.1% | +11.5% | +26.6% | +32.9% |
| 6M | +100.4% | +19.2% | +81.2% | +87.3% |
| YTD | +53.7% | +23.7% | +30.0% | +41.7% |
| 1Y | +52.0% | +38.8% | +13.1% | +34.0% |
| 3Y | +114.7% | +178.9% | -64.2% | +49.2% |
| 5Y | +8.8% | +101.8% | -93.0% | -15.3% |
| All | +32.8% | +238.7% | -205.9% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling