+47.0%
SNOW vs COP
+52.6%
-5.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.0% |
| 7D | +8.4% | -0.5% | +8.9% | +8.3% |
| 30D | -1.0% | +11.7% | -12.7% | +0.4% |
| 3M | +38.3% | +17.7% | +20.6% | +41.0% |
| 6M | +81.3% | +18.3% | +63.0% | +85.7% |
| YTD | +51.1% | +49.1% | +2.0% | +63.2% |
| 1Y | +47.0% | +53.3% | -6.4% | +56.3% |
| All | +47.0% | +52.6% | -5.6% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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