+5.5%
SNOW vs CI
+40.1%
-34.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | +4.9% | -2.0% | +6.9% | +5.1% |
| 30D | +1.5% | -1.8% | +3.3% | +1.6% |
| 3M | +39.5% | -4.2% | +43.8% | +39.8% |
| 6M | +85.9% | +2.7% | +83.2% | +85.2% |
| YTD | +52.9% | +1.9% | +51.0% | +52.5% |
| 1Y | +48.1% | -6.3% | +54.4% | +48.2% |
| 3Y | +102.2% | +3.9% | +98.3% | +96.2% |
| 5Y | +5.5% | +41.9% | -36.4% | -10.5% |
| All | +5.5% | +40.1% | -34.7% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling