+46.0%
SNOW vs CLX
-25.7%
+71.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.8% |
| 7D | -7.5% | -5.9% | -1.6% | -9.1% |
| 30D | -1.3% | -17.0% | +15.7% | -6.7% |
| 3M | +37.4% | -9.6% | +47.0% | +33.2% |
| 6M | +88.1% | -21.5% | +109.6% | +69.0% |
| YTD | +50.3% | -8.8% | +59.1% | +50.9% |
| 1Y | +46.0% | -24.7% | +70.7% | +28.2% |
| All | +46.0% | -25.7% | +71.7% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling