+14.6%
SNOW vs CME
+139.4%
-124.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.7% |
| 7D | +5.5% | +3.9% | +1.5% | +4.7% |
| 30D | -13.2% | +11.3% | -24.5% | -15.2% |
| 3M | -13.7% | +19.6% | -33.3% | -17.0% |
| 6M | +91.0% | +8.1% | +82.9% | +87.9% |
| YTD | +32.7% | +20.4% | +12.3% | +26.6% |
| 1Y | +13.3% | +16.5% | -3.2% | +9.0% |
| 3Y | +83.4% | +66.4% | +16.9% | +53.7% |
| 5Y | -24.7% | +74.5% | -99.2% | -39.4% |
| All | +14.6% | +139.4% | -124.8% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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