+14.7%
SNOW vs CL
+46.9%
-32.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.9% |
| 7D | +0.2% | +0.5% | -0.4% | +0.3% |
| 30D | -21.1% | +11.6% | -32.7% | -18.7% |
| 3M | -11.9% | +5.6% | -17.5% | -10.3% |
| 6M | +91.0% | +13.2% | +77.8% | +97.8% |
| YTD | +32.7% | +26.9% | +5.8% | +41.3% |
| 1Y | +10.8% | +27.3% | -16.6% | +18.1% |
| 3Y | +86.2% | +39.7% | +46.5% | +98.4% |
| 5Y | -22.7% | +41.3% | -64.0% | -17.1% |
| All | +14.7% | +46.9% | -32.2% | +18.0% |
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