+111.6%
SNOW vs CL
+30.5%
+81.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.9% |
| 7D | +2.8% | -2.2% | +5.0% | +2.0% |
| 30D | +6.4% | -4.8% | +11.3% | +4.6% |
| 3M | +38.1% | +4.9% | +33.2% | +41.0% |
| 6M | +100.4% | -5.7% | +106.1% | +96.4% |
| YTD | +53.7% | +14.4% | +39.3% | +62.2% |
| 1Y | +52.0% | +8.7% | +43.2% | +59.2% |
| All | +111.6% | +30.5% | +81.1% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling