+97.4%
SNOW vs CL
+11.6%
+85.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.5% | +1.5% |
| 7D | -9.9% | +1.3% | -11.2% | -9.3% |
| 30D | -17.1% | +11.4% | -28.5% | -15.6% |
| 3M | -13.2% | +4.4% | -17.7% | -11.4% |
| 6M | +97.4% | +10.8% | +86.6% | +107.7% |
| All | +97.4% | +11.6% | +85.8% | +107.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling