+102.2%
SNOW vs COP
+20.8%
+81.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +4.9% | -0.8% | +5.8% | +5.0% |
| 30D | +1.5% | +15.6% | -14.1% | +0.1% |
| 3M | +39.5% | +14.3% | +25.2% | +37.7% |
| 6M | +85.9% | +17.0% | +68.9% | +82.6% |
| YTD | +52.9% | +47.4% | +5.5% | +45.8% |
| 1Y | +48.1% | +52.4% | -4.3% | +39.8% |
| 3Y | +102.2% | +20.8% | +81.3% | +87.0% |
| All | +102.2% | +20.8% | +81.4% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling