+14.6%
SNOW vs CI
+95.8%
-81.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | +5.5% | +1.2% | +4.3% | +5.4% |
| 30D | -13.2% | +2.6% | -15.7% | -13.3% |
| 3M | -13.7% | +7.4% | -21.2% | -14.1% |
| 6M | +91.0% | -0.1% | +91.1% | +90.8% |
| YTD | +32.7% | +9.7% | +22.9% | +31.8% |
| 1Y | +13.3% | +12.1% | +1.1% | +12.4% |
| 3Y | +83.4% | +7.0% | +76.3% | +80.7% |
| 5Y | -24.7% | +49.7% | -74.4% | -29.1% |
| All | +14.6% | +95.8% | -81.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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