+30.5%
SNOW vs CNC
+9.4%
+21.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +8.4% | -4.9% | +13.3% | +8.6% |
| 30D | -1.0% | -3.8% | +2.8% | -0.8% |
| 3M | +38.3% | -3.2% | +41.6% | +38.4% |
| 6M | +81.3% | +47.9% | +33.4% | +78.4% |
| YTD | +51.1% | +55.7% | -4.6% | +48.3% |
| 1Y | +47.0% | +106.2% | -59.3% | +42.5% |
| 3Y | +99.7% | -2.1% | +101.8% | +98.8% |
| 5Y | +3.6% | +3.4% | +0.2% | +7.2% |
| All | +30.5% | +9.4% | +21.1% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling