+10.7%
SNOW vs CMS
-4.6%
+15.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -1.2% |
| 7D | +10.8% | -1.3% | +12.1% | +9.8% |
| 30D | -16.5% | +5.3% | -21.8% | -13.4% |
| 3M | -10.1% | -0.3% | -9.8% | -10.0% |
| 6M | +96.5% | -4.0% | +100.6% | +93.6% |
| YTD | +36.2% | +2.1% | +34.0% | +33.4% |
| 1Y | +10.7% | -4.7% | +15.4% | +10.3% |
| All | +10.7% | -4.6% | +15.3% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling