+14.6%
SNOW vs CMCSA
-30.5%
+45.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.0% | -3.1% |
| 7D | +5.5% | +3.2% | +2.3% | +4.4% |
| 30D | -13.2% | +19.5% | -32.7% | -19.0% |
| 3M | -13.7% | -2.4% | -11.3% | -13.6% |
| 6M | +91.0% | +3.8% | +87.1% | +85.8% |
| YTD | +32.7% | -5.4% | +38.0% | +31.4% |
| 1Y | +13.3% | +1.1% | +12.1% | +8.3% |
| 3Y | +83.4% | -27.1% | +110.5% | +99.6% |
| 5Y | -24.7% | -40.3% | +15.6% | -15.3% |
| All | +14.6% | -30.5% | +45.1% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling