+32.8%
SNOW vs CG
+118.1%
-85.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.4% |
| 7D | +2.8% | -4.3% | +7.1% | +5.6% |
| 30D | +6.4% | -5.1% | +11.5% | +9.6% |
| 3M | +38.1% | +8.7% | +29.4% | +30.0% |
| 6M | +100.4% | -9.2% | +109.6% | +107.8% |
| YTD | +53.7% | -18.9% | +72.6% | +70.5% |
| 1Y | +52.0% | -25.6% | +77.6% | +75.6% |
| 3Y | +114.7% | +57.3% | +57.4% | +37.7% |
| 5Y | +8.8% | +10.2% | -1.4% | -9.7% |
| All | +32.8% | +118.1% | -85.3% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling