+84.4%
SNOW vs CG
+51.3%
+33.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.2% |
| 7D | +0.2% | +2.0% | -1.7% | -0.6% |
| 30D | -19.8% | +8.5% | -28.4% | -22.8% |
| 3M | -11.6% | -12.1% | +0.5% | -6.8% |
| 6M | +94.0% | -16.4% | +110.4% | +107.9% |
| YTD | +34.8% | -28.0% | +62.8% | +54.1% |
| 1Y | +10.1% | -18.9% | +29.0% | +18.6% |
| 3Y | +84.4% | +51.2% | +33.1% | +48.3% |
| All | +84.4% | +51.3% | +33.1% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling