+102.2%
SNOW vs CME
+52.8%
+49.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.6% |
| 7D | +4.9% | -2.9% | +7.8% | +4.7% |
| 30D | +1.5% | +5.5% | -4.0% | +2.0% |
| 3M | +39.5% | +11.0% | +28.6% | +40.9% |
| 6M | +85.9% | -9.7% | +95.6% | +85.5% |
| YTD | +52.9% | +4.9% | +48.1% | +54.5% |
| 1Y | +48.1% | +10.1% | +38.0% | +50.2% |
| 3Y | +102.2% | +53.5% | +48.7% | +85.1% |
| All | +102.2% | +52.8% | +49.4% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling