+29.8%
SNOW vs CMCSA
-31.6%
+61.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.4% |
| 7D | -7.5% | -5.6% | -2.0% | -5.5% |
| 30D | -1.3% | -1.9% | +0.5% | -1.0% |
| 3M | +37.4% | +6.4% | +31.0% | +32.8% |
| 6M | +88.1% | -16.9% | +105.0% | +99.6% |
| YTD | +50.3% | -6.8% | +57.1% | +50.4% |
| 1Y | +46.0% | -15.9% | +61.9% | +52.8% |
| 3Y | +98.7% | -33.4% | +132.1% | +128.0% |
| 5Y | +3.5% | -46.7% | +50.2% | +20.1% |
| All | +29.8% | -31.6% | +61.4% | +47.0% |
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 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