+93.8%
SNOW vs CNI
+18.7%
+75.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | -7.5% | -1.1% | -6.4% | -7.2% |
| 30D | -1.3% | -3.5% | +2.2% | -0.2% |
| 3M | +37.4% | +2.2% | +35.2% | +36.2% |
| 6M | +88.1% | +15.1% | +73.0% | +78.0% |
| YTD | +50.3% | +24.7% | +25.6% | +36.7% |
| 1Y | +46.0% | +33.4% | +12.6% | +27.9% |
| All | +93.8% | +18.7% | +75.1% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling