+16.5%
SNOW vs CNP
+152.4%
-136.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.5% |
| 7D | +0.2% | -3.0% | +3.3% | +0.5% |
| 30D | -19.8% | +6.8% | -26.7% | -20.4% |
| 3M | -11.6% | +3.6% | -15.3% | -12.0% |
| 6M | +94.0% | 0.0% | +94.0% | +93.2% |
| YTD | +34.8% | +9.4% | +25.4% | +31.9% |
| 1Y | +10.1% | +6.8% | +3.3% | +8.2% |
| 3Y | +84.4% | +64.2% | +20.2% | +66.1% |
| 5Y | -18.1% | +76.0% | -94.1% | -25.1% |
| All | +16.5% | +152.4% | -136.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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