+46.5%
SNOW vs CNC
+84.7%
-38.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -2.4% | -0.9% | -1.5% | -2.4% |
| 30D | -1.0% | -1.0% | 0.0% | -0.9% |
| 3M | +36.9% | +4.5% | +32.3% | +36.6% |
| 6M | +83.4% | +85.2% | -1.9% | +79.3% |
| YTD | +50.0% | +61.4% | -11.4% | +47.6% |
| 1Y | +46.5% | +94.9% | -48.4% | +47.9% |
| All | +46.5% | +84.7% | -38.1% | +47.9% |
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