+32.8%
SNOW vs CI
+85.2%
-52.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.3% |
| 7D | +2.8% | +1.3% | +1.5% | +2.8% |
| 30D | +6.4% | +4.4% | +2.0% | +6.2% |
| 3M | +38.1% | +0.7% | +37.4% | +38.0% |
| 6M | +100.4% | +0.3% | +100.0% | +100.1% |
| YTD | +53.7% | +3.8% | +49.9% | +53.2% |
| 1Y | +52.0% | -5.5% | +57.4% | +52.0% |
| 3Y | +114.7% | +8.1% | +106.5% | +110.2% |
| 5Y | +8.8% | +42.8% | -34.0% | +2.7% |
| All | +32.8% | +85.2% | -52.5% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling