+29.6%
SNOW vs CNI
+26.5%
+3.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | -2.4% | -0.4% | -2.1% | -2.2% |
| 30D | -1.0% | -2.7% | +1.7% | +0.5% |
| 3M | +36.9% | +3.9% | +32.9% | +33.8% |
| 6M | +83.4% | +16.4% | +67.0% | +67.3% |
| YTD | +50.0% | +25.8% | +24.2% | +30.1% |
| 1Y | +46.5% | +32.4% | +14.1% | +22.8% |
| 3Y | +93.3% | +19.1% | +74.3% | +69.3% |
| 5Y | +3.3% | +13.6% | -10.3% | -4.6% |
| All | +29.6% | +26.5% | +3.1% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling