+29.6%
SNOW vs CG
+96.6%
-67.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.8% |
| 7D | -2.4% | -9.9% | +7.4% | +3.7% |
| 30D | -1.0% | -11.7% | +10.7% | +6.4% |
| 3M | +36.9% | -4.3% | +41.1% | +39.0% |
| 6M | +83.4% | -8.8% | +92.1% | +89.3% |
| YTD | +50.0% | -26.9% | +76.8% | +76.8% |
| 1Y | +46.5% | -35.4% | +81.9% | +84.6% |
| 3Y | +93.3% | +43.0% | +50.3% | +30.9% |
| 5Y | +3.3% | +1.9% | +1.4% | -9.8% |
| All | +29.6% | +96.6% | -67.0% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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