+32.8%
SNOW vs CLBK
+131.5%
-98.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +2.8% | +1.2% | +1.6% | +2.5% |
| 30D | +6.4% | +9.1% | -2.7% | +4.3% |
| 3M | +38.1% | +27.7% | +10.4% | +30.6% |
| 6M | +100.4% | +40.8% | +59.6% | +85.2% |
| YTD | +53.7% | +66.4% | -12.7% | +36.6% |
| 1Y | +52.0% | +72.4% | -20.4% | +33.5% |
| 3Y | +114.7% | +50.7% | +64.0% | +91.9% |
| 5Y | +8.8% | +42.9% | -34.2% | -2.9% |
| All | +32.8% | +131.5% | -98.7% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling