+83.4%
SNOW vs CLX
-6.4%
+89.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.7% | -2.5% |
| 7D | +5.5% | +9.5% | -4.0% | +6.3% |
| 30D | -13.2% | +30.7% | -43.8% | -10.8% |
| 3M | -13.7% | +4.2% | -18.0% | -13.5% |
| 6M | +91.0% | +22.1% | +68.9% | +95.7% |
| YTD | +32.7% | +14.1% | +18.6% | +34.1% |
| 1Y | +13.3% | +10.3% | +3.0% | +14.7% |
| 3Y | +83.4% | -7.8% | +91.2% | +88.0% |
| All | +83.4% | -6.4% | +89.8% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling