+52.0%
SNOW vs CMG
-11.4%
+63.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.3% |
| 7D | +2.8% | -2.8% | +5.6% | +2.9% |
| 30D | +6.4% | +7.1% | -0.7% | +5.6% |
| 3M | +38.1% | +31.2% | +6.9% | +35.1% |
| 6M | +100.4% | +0.7% | +99.7% | +98.7% |
| YTD | +53.7% | -0.1% | +53.8% | +52.8% |
| 1Y | +52.0% | -10.7% | +62.7% | +53.6% |
| All | +52.0% | -11.4% | +63.4% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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