+32.8%
SNOW vs CIEN
+666.8%
-634.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.8% |
| 7D | +2.8% | -15.2% | +18.0% | +7.5% |
| 30D | +6.4% | -21.5% | +27.9% | +13.2% |
| 3M | +38.1% | -40.1% | +78.2% | +58.0% |
| 6M | +100.4% | -6.6% | +107.0% | +77.9% |
| YTD | +53.7% | +37.3% | +16.5% | +12.1% |
| 1Y | +52.0% | +174.5% | -122.6% | -22.9% |
| 3Y | +114.7% | +562.3% | -447.6% | -40.9% |
| 5Y | +8.8% | +463.9% | -455.2% | -66.3% |
| All | +32.8% | +666.8% | -634.1% | -63.1% |
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