+5.5%
SNOW vs CNP
+76.4%
-71.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +4.9% | +1.6% | +3.3% | +4.7% |
| 30D | +1.5% | -0.8% | +2.3% | +1.6% |
| 3M | +39.5% | -3.6% | +43.1% | +40.1% |
| 6M | +85.9% | -6.9% | +92.8% | +87.4% |
| YTD | +52.9% | +6.4% | +46.5% | +48.6% |
| 1Y | +48.1% | +9.9% | +38.2% | +42.1% |
| 3Y | +102.2% | +53.1% | +49.1% | +73.8% |
| 5Y | +5.5% | +72.0% | -66.5% | -11.1% |
| All | +5.5% | +76.4% | -71.0% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling