+3.6%
SNOW vs CMCSA
-48.8%
+52.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.6% | +5.4% | +1.5% |
| 7D | +8.4% | -8.3% | +16.7% | +12.1% |
| 30D | -1.0% | -2.4% | +1.5% | -0.4% |
| 3M | +38.3% | +4.5% | +33.8% | +34.4% |
| 6M | +81.3% | -18.8% | +100.1% | +94.9% |
| YTD | +51.1% | -8.9% | +60.0% | +52.4% |
| 1Y | +47.0% | -18.3% | +65.3% | +56.4% |
| 3Y | +99.7% | -35.0% | +134.7% | +134.5% |
| 5Y | +3.6% | -48.2% | +51.7% | +24.6% |
| All | +3.6% | -48.8% | +52.4% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling