+47.0%
SNOW vs CNP
+9.1%
+37.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.8% |
| 7D | +8.4% | +0.7% | +7.7% | +8.7% |
| 30D | -1.0% | -0.1% | -0.9% | -1.0% |
| 3M | +38.3% | -5.6% | +43.9% | +33.3% |
| 6M | +81.3% | -7.5% | +88.8% | +74.7% |
| YTD | +51.1% | +5.5% | +45.6% | +55.2% |
| 1Y | +47.0% | +8.3% | +38.6% | +48.8% |
| All | +47.0% | +9.1% | +37.8% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling