+102.2%
SNOW vs CG
+56.8%
+45.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.5% |
| 7D | +4.9% | -1.3% | +6.2% | +5.6% |
| 30D | +1.5% | -3.2% | +4.7% | +3.0% |
| 3M | +39.5% | +6.2% | +33.3% | +34.9% |
| 6M | +85.9% | -4.7% | +90.6% | +87.4% |
| YTD | +52.9% | -20.6% | +73.6% | +68.3% |
| 1Y | +48.1% | -26.4% | +74.5% | +67.6% |
| 3Y | +102.2% | +55.4% | +46.8% | +47.3% |
| All | +102.2% | +56.8% | +45.4% | +47.3% |
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