+9.5%
SNOW vs CMCSA
+3.3%
+6.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.5% | -0.9% |
| 7D | -14.5% | +15.2% | -29.7% | -13.3% |
| 30D | -14.3% | +17.0% | -31.3% | -13.0% |
| 3M | -8.3% | +1.2% | -9.5% | -7.2% |
| 6M | +101.5% | -5.5% | +107.0% | +101.4% |
| YTD | +32.5% | -6.5% | +39.0% | +34.4% |
| 1Y | +9.5% | +1.8% | +7.7% | +11.0% |
| All | +9.5% | +3.3% | +6.1% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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