+9.5%
SNOW vs CNC
+122.0%
-112.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.6% | -14.1% | -2.2% |
| 7D | -14.5% | +13.4% | -27.9% | -15.2% |
| 30D | -14.3% | +18.2% | -32.5% | -15.2% |
| 3M | -8.3% | +18.6% | -26.9% | -9.3% |
| 6M | +101.5% | +41.9% | +59.6% | +97.0% |
| YTD | +32.5% | +84.7% | -52.2% | +25.8% |
| 1Y | +9.5% | +110.5% | -101.0% | +3.1% |
| All | +9.5% | +122.0% | -112.5% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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