+17.6%
SNOW vs CIEN
+602.3%
-584.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +10.8% | +27.4% | -16.6% | +2.7% |
| 30D | -16.5% | -26.6% | +10.1% | -9.1% |
| 3M | -10.1% | -32.0% | +21.9% | -1.5% |
| 6M | +96.5% | -49.1% | +145.6% | +128.6% |
| YTD | +36.2% | +25.7% | +10.5% | +0.1% |
| 1Y | +10.7% | +40.3% | -29.6% | -24.1% |
| 3Y | +86.2% | +566.2% | -480.0% | -51.3% |
| 5Y | -22.7% | +378.7% | -401.4% | -75.1% |
| All | +17.6% | +602.3% | -584.7% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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