+11.0%
SNOW vs CME
+17.5%
-6.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +2.0% |
| 7D | +3.7% | +2.5% | +1.2% | +3.8% |
| 30D | -16.4% | +13.9% | -30.3% | -16.0% |
| 3M | -9.9% | +22.4% | -32.2% | -8.8% |
| 6M | +98.8% | +12.9% | +85.9% | +100.5% |
| YTD | +37.3% | +19.6% | +17.7% | +38.4% |
| 1Y | +11.0% | +17.7% | -6.6% | +11.3% |
| All | +11.0% | +17.5% | -6.5% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling