-26.1%
SNOW vs CL
+43.4%
-69.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.1% |
| 7D | +5.5% | +3.2% | +2.3% | +6.4% |
| 30D | -13.2% | +8.0% | -21.2% | -11.0% |
| 3M | -13.7% | +7.9% | -21.6% | -11.6% |
| 6M | +91.0% | +14.7% | +76.3% | +99.0% |
| YTD | +32.7% | +29.2% | +3.5% | +42.3% |
| 1Y | +13.3% | +29.5% | -16.3% | +21.7% |
| 3Y | +83.4% | +40.7% | +42.7% | +95.1% |
| All | -26.1% | +43.4% | -69.5% | -22.5% |
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