+29.8%
SNOW vs CLX
-48.3%
+78.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.6% |
| 7D | -7.5% | -5.9% | -1.6% | -7.7% |
| 30D | -1.3% | -17.0% | +15.7% | -1.9% |
| 3M | +37.4% | -9.6% | +47.0% | +37.0% |
| 6M | +88.1% | -21.5% | +109.6% | +87.5% |
| YTD | +50.3% | -8.8% | +59.1% | +49.7% |
| 1Y | +46.0% | -24.7% | +70.7% | +46.1% |
| 3Y | +98.7% | -35.6% | +134.3% | +99.2% |
| 5Y | +3.5% | -37.6% | +41.1% | -0.3% |
| All | +29.8% | -48.3% | +78.1% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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