+32.8%
SNOW vs CNP
+142.8%
-110.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.3% |
| 7D | +2.8% | +1.1% | +1.7% | +2.7% |
| 30D | +6.4% | -1.8% | +8.2% | +6.6% |
| 3M | +38.1% | -4.6% | +42.7% | +38.6% |
| 6M | +100.4% | -8.8% | +109.2% | +102.0% |
| YTD | +53.7% | +5.2% | +48.5% | +51.0% |
| 1Y | +52.0% | +8.3% | +43.6% | +48.2% |
| 3Y | +114.7% | +54.9% | +59.8% | +94.9% |
| 5Y | +8.8% | +73.5% | -64.7% | +0.3% |
| All | +32.8% | +142.8% | -110.1% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling