+3.3%
SNOW vs CNC
+10.7%
-7.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +36.4% |
| 6M | +83.4% | +85.2% | -1.9% | +76.8% |
| YTD | +50.0% | +61.4% | -11.4% | +45.6% |
| 1Y | +46.5% | +94.9% | -48.4% | +40.5% |
| 3Y | +93.3% | 0.0% | +93.3% | +91.6% |
| All | +3.3% | +10.7% | -7.4% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling