+29.6%
SNOW vs CMI
+200.9%
-171.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.7% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | -1.0% | -12.4% | +11.4% | +3.9% |
| 3M | +36.9% | -14.8% | +51.6% | +43.4% |
| 6M | +83.4% | +0.8% | +82.6% | +72.4% |
| YTD | +50.0% | +10.2% | +39.8% | +33.7% |
| 1Y | +46.5% | +37.4% | +9.1% | +15.7% |
| 3Y | +93.3% | +153.3% | -60.0% | +10.3% |
| 5Y | +3.3% | +167.6% | -164.3% | -45.6% |
| All | +29.6% | +200.9% | -171.3% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling