+46.0%
SNOW vs CMCSA
-16.0%
+62.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.5% |
| 7D | -7.5% | -5.6% | -2.0% | -7.6% |
| 30D | -1.3% | -1.9% | +0.5% | -1.4% |
| 3M | +37.4% | +6.4% | +31.0% | +36.8% |
| 6M | +88.1% | -16.9% | +105.0% | +84.5% |
| YTD | +50.3% | -6.8% | +57.1% | +50.9% |
| 1Y | +46.0% | -15.9% | +61.9% | +50.9% |
| All | +46.0% | -16.0% | +62.0% | +50.9% |
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