+10.1%
SNOW vs CI
+18.7%
-8.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -1.0% | +1.8% |
| 7D | +0.2% | +2.6% | -2.4% | +0.4% |
| 30D | -19.8% | +7.3% | -27.2% | -19.6% |
| 3M | -11.6% | +9.5% | -21.1% | -11.4% |
| 6M | +94.0% | +6.4% | +87.6% | +94.0% |
| YTD | +34.8% | +12.0% | +22.8% | +35.2% |
| 1Y | +10.1% | +20.1% | -9.9% | +9.9% |
| All | +10.1% | +18.7% | -8.6% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling