+100.4%
SNOW vs CMS
-10.9%
+111.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.6% |
| 7D | +2.8% | +0.4% | +2.4% | +3.0% |
| 30D | +6.4% | -3.6% | +10.0% | +3.1% |
| 3M | +38.1% | -1.9% | +40.0% | +40.6% |
| 6M | +100.4% | -11.0% | +111.4% | +82.6% |
| All | +100.4% | -10.9% | +111.3% | +82.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling