+83.4%
SNOW vs CMS
+39.2%
+44.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.0% |
| 7D | +5.5% | +1.7% | +3.7% | +6.2% |
| 30D | -13.2% | +6.2% | -19.3% | -11.1% |
| 3M | -13.7% | +0.6% | -14.4% | -13.2% |
| 6M | +91.0% | -1.8% | +92.7% | +91.3% |
| YTD | +32.7% | +3.8% | +28.8% | +34.2% |
| 1Y | +13.3% | -1.8% | +15.0% | +13.5% |
| 3Y | +83.4% | +39.8% | +43.5% | +85.2% |
| All | +83.4% | +39.2% | +44.1% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling