+91.3%
SNOW vs CI
0.0%
+91.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +2.3% |
| 7D | -9.9% | -1.6% | -8.3% | -9.9% |
| 30D | -17.1% | +5.4% | -22.5% | -17.0% |
| 3M | -13.2% | +7.3% | -20.5% | -13.1% |
| 6M | +97.4% | +5.3% | +92.1% | +97.5% |
| YTD | +25.8% | +8.5% | +17.3% | +26.0% |
| 1Y | +4.2% | +17.1% | -12.9% | +4.5% |
| 3Y | +91.3% | +1.4% | +89.9% | +85.7% |
| All | +91.3% | 0.0% | +91.3% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling