+29.8%
SNOW vs CLBK
+128.3%
-98.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -7.5% | -1.4% | -6.1% | -7.2% |
| 30D | -1.3% | +4.5% | -5.9% | -2.3% |
| 3M | +37.4% | +22.8% | +14.7% | +31.1% |
| 6M | +88.1% | +43.4% | +44.6% | +73.1% |
| YTD | +50.3% | +64.1% | -13.8% | +34.0% |
| 1Y | +46.0% | +67.6% | -21.6% | +29.1% |
| 3Y | +98.7% | +53.3% | +45.4% | +77.5% |
| 5Y | +3.5% | +44.8% | -41.3% | -7.0% |
| All | +29.8% | +128.3% | -98.5% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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