-18.1%
SNOW vs COP
+116.0%
-134.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | +0.2% | -6.1% | +6.3% | +1.0% |
| 30D | -19.8% | +1.1% | -20.9% | -20.0% |
| 3M | -11.6% | +10.9% | -22.6% | -13.1% |
| 6M | +94.0% | +20.8% | +73.2% | +88.1% |
| YTD | +34.8% | +48.0% | -13.2% | +26.1% |
| 1Y | +10.1% | +58.5% | -48.4% | +1.5% |
| 3Y | +84.4% | +28.1% | +56.3% | +73.3% |
| 5Y | -18.1% | +120.5% | -138.5% | -31.9% |
| All | -18.1% | +116.0% | -134.1% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling