+32.1%
SNOW vs CMS
+35.0%
-2.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.4% |
| 7D | +4.9% | +1.2% | +3.7% | +5.0% |
| 30D | +1.5% | -3.2% | +4.7% | +1.1% |
| 3M | +39.5% | -2.2% | +41.7% | +39.3% |
| 6M | +85.9% | -9.4% | +95.3% | +84.5% |
| YTD | +52.9% | +0.7% | +52.3% | +52.6% |
| 1Y | +48.1% | +0.4% | +47.8% | +47.8% |
| 3Y | +102.2% | +35.2% | +67.0% | +101.5% |
| 5Y | +5.5% | +24.1% | -18.7% | +4.6% |
| All | +32.1% | +35.0% | -2.9% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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