+30.5%
SNOW vs CNP
+143.4%
-112.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +8.4% | +0.7% | +7.7% | +8.3% |
| 30D | -1.0% | -0.1% | -0.9% | -1.0% |
| 3M | +38.3% | -5.6% | +43.9% | +39.0% |
| 6M | +81.3% | -7.5% | +88.8% | +82.3% |
| YTD | +51.1% | +5.5% | +45.6% | +48.4% |
| 1Y | +47.0% | +8.3% | +38.6% | +43.3% |
| 3Y | +99.7% | +51.8% | +48.0% | +82.1% |
| 5Y | +3.6% | +69.9% | -66.3% | -4.7% |
| All | +30.5% | +143.4% | -112.9% | +18.9% |
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