-18.1%
SNOW vs CME
+72.0%
-90.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | +0.2% | +1.7% | -1.4% | -0.2% |
| 30D | -19.8% | +10.2% | -30.0% | -22.3% |
| 3M | -11.6% | +17.8% | -29.4% | -16.1% |
| 6M | +94.0% | +11.0% | +83.0% | +87.1% |
| YTD | +34.8% | +17.0% | +17.8% | +26.8% |
| 1Y | +10.1% | +15.8% | -5.7% | +3.9% |
| 3Y | +84.4% | +61.8% | +22.6% | +39.9% |
| 5Y | -18.1% | +72.5% | -90.6% | -46.4% |
| All | -18.1% | +72.0% | -90.1% | -46.4% |
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