+5.5%
SNOW vs CME
+77.1%
-71.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +4.9% | -2.9% | +7.8% | +5.9% |
| 30D | +1.5% | +5.5% | -4.0% | -0.1% |
| 3M | +39.5% | +11.0% | +28.6% | +34.8% |
| 6M | +85.9% | -9.7% | +95.6% | +93.0% |
| YTD | +52.9% | +4.9% | +48.1% | +49.0% |
| 1Y | +48.1% | +10.1% | +38.0% | +40.9% |
| 3Y | +102.2% | +53.5% | +48.7% | +51.9% |
| 5Y | +5.5% | +77.2% | -71.7% | -29.2% |
| All | +5.5% | +77.1% | -71.7% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling