+94.8%
SNOW vs CMCSA
-35.0%
+129.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.6% | +5.4% | 0.0% |
| 7D | +8.4% | -8.3% | +16.7% | +10.0% |
| 30D | -1.0% | -2.4% | +1.5% | -0.7% |
| 3M | +38.3% | +4.5% | +33.8% | +36.4% |
| 6M | +81.3% | -18.8% | +100.1% | +87.3% |
| YTD | +51.1% | -8.9% | +60.0% | +51.4% |
| 1Y | +47.0% | -18.3% | +65.3% | +52.3% |
| All | +94.8% | -35.0% | +129.8% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling