+5.5%
SNOW vs COP
+186.3%
-180.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +4.9% | -0.8% | +5.8% | +5.0% |
| 30D | +1.5% | +15.6% | -14.1% | -0.5% |
| 3M | +39.5% | +14.3% | +25.2% | +36.8% |
| 6M | +85.9% | +17.0% | +68.9% | +81.2% |
| YTD | +52.9% | +47.4% | +5.5% | +43.6% |
| 1Y | +48.1% | +52.4% | -4.3% | +37.8% |
| 3Y | +102.2% | +20.8% | +81.3% | +92.1% |
| 5Y | +5.5% | +191.7% | -186.2% | -12.7% |
| All | +5.5% | +186.3% | -180.8% | -12.7% |
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