+86.2%
SNOW vs CNP
+63.4%
+22.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.6% |
| 7D | +0.2% | -4.3% | +4.5% | -0.2% |
| 30D | -21.1% | +5.7% | -26.8% | -20.8% |
| 3M | -11.9% | +0.9% | -12.8% | -11.9% |
| 6M | +91.0% | -1.1% | +92.0% | +90.0% |
| YTD | +32.7% | +8.3% | +24.5% | +30.2% |
| 1Y | +10.8% | +5.9% | +4.9% | +9.0% |
| 3Y | +86.2% | +64.6% | +21.6% | +62.0% |
| All | +86.2% | +63.4% | +22.8% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling