+93.8%
SNOW vs CMG
-7.5%
+101.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -7.5% | -3.8% | -3.7% | -6.6% |
| 30D | -1.3% | +12.9% | -14.2% | -4.5% |
| 3M | +37.4% | +18.8% | +18.7% | +30.3% |
| 6M | +88.1% | +4.1% | +84.0% | +83.9% |
| YTD | +50.3% | -2.4% | +52.7% | +49.4% |
| 1Y | +46.0% | -6.7% | +52.7% | +45.5% |
| All | +93.8% | -7.5% | +101.3% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling