+52.0%
SNOW vs CMCSA
-12.9%
+64.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.4% |
| 7D | +2.8% | -2.1% | +4.9% | +2.8% |
| 30D | +6.4% | +7.0% | -0.6% | +6.4% |
| 3M | +38.1% | +15.1% | +23.0% | +37.7% |
| 6M | +100.4% | -15.4% | +115.7% | +95.4% |
| YTD | +53.7% | -1.9% | +55.6% | +54.4% |
| 1Y | +52.0% | -12.7% | +64.7% | +50.1% |
| All | +52.0% | -12.9% | +64.9% | +50.1% |
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