+18.6%
SNOW vs CME
+137.8%
-119.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +1.4% |
| 7D | +3.7% | +2.5% | +1.2% | +3.2% |
| 30D | -16.4% | +13.9% | -30.3% | -18.8% |
| 3M | -9.9% | +22.4% | -32.2% | -13.7% |
| 6M | +98.8% | +12.9% | +85.9% | +93.3% |
| YTD | +37.3% | +19.6% | +17.7% | +31.2% |
| 1Y | +11.0% | +17.7% | -6.6% | +6.5% |
| 3Y | +87.8% | +65.3% | +22.5% | +57.6% |
| 5Y | -18.4% | +75.1% | -93.5% | -34.1% |
| All | +18.6% | +137.8% | -119.2% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling