+32.8%
SNOW vs CMCSA
-28.0%
+60.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | +2.8% | -2.1% | +4.9% | +3.6% |
| 30D | +6.4% | +7.0% | -0.6% | +3.4% |
| 3M | +38.1% | +15.1% | +23.0% | +29.5% |
| 6M | +100.4% | -15.4% | +115.7% | +111.6% |
| YTD | +53.7% | -1.9% | +55.6% | +50.9% |
| 1Y | +52.0% | -12.7% | +64.7% | +57.2% |
| 3Y | +114.7% | -31.0% | +145.7% | +143.9% |
| 5Y | +8.8% | -46.1% | +54.9% | +25.1% |
| All | +32.8% | -28.0% | +60.8% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling