+7.9%
SNOW vs CL
+28.4%
-20.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.8% |
| 7D | +2.8% | -2.2% | +5.0% | +2.3% |
| 30D | +6.4% | -4.8% | +11.3% | +5.2% |
| 3M | +38.1% | +4.9% | +33.2% | +40.0% |
| 6M | +100.4% | -5.7% | +106.1% | +98.0% |
| YTD | +53.7% | +14.4% | +39.3% | +59.1% |
| 1Y | +52.0% | +8.7% | +43.2% | +56.6% |
| 3Y | +114.7% | +30.0% | +84.7% | +121.1% |
| All | +7.9% | +28.4% | -20.5% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling