+32.1%
SNOW vs CMG
+43.7%
-11.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.9% | -1.5% | +6.4% | +5.5% |
| 30D | +1.5% | +12.7% | -11.2% | -6.1% |
| 3M | +39.5% | +26.3% | +13.3% | +17.6% |
| 6M | +85.9% | +4.5% | +81.4% | +74.3% |
| YTD | +52.9% | -0.1% | +53.1% | +46.7% |
| 1Y | +48.1% | -6.8% | +54.9% | +44.0% |
| 3Y | +102.2% | -5.0% | +107.2% | +63.9% |
| 5Y | +5.5% | -3.0% | +8.5% | -21.1% |
| All | +32.1% | +43.7% | -11.5% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling