+32.1%
SNOW vs CL
+31.8%
+0.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.6% |
| 7D | +4.9% | -1.4% | +6.3% | +4.6% |
| 30D | +1.5% | -5.2% | +6.7% | +0.3% |
| 3M | +39.5% | +3.3% | +36.2% | +40.8% |
| 6M | +85.9% | -4.4% | +90.3% | +84.4% |
| YTD | +52.9% | +13.9% | +39.0% | +58.0% |
| 1Y | +48.1% | +7.6% | +40.5% | +52.2% |
| 3Y | +102.2% | +29.6% | +72.6% | +109.6% |
| 5Y | +5.5% | +28.1% | -22.6% | +9.9% |
| All | +32.1% | +31.8% | +0.3% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling