+32.8%
SNOW vs COP
+387.4%
-354.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.3% |
| 7D | +2.8% | +3.0% | -0.2% | +2.4% |
| 30D | +6.4% | +17.5% | -11.1% | +4.2% |
| 3M | +38.1% | +13.4% | +24.7% | +35.7% |
| 6M | +100.4% | +17.7% | +82.7% | +95.5% |
| YTD | +53.7% | +46.6% | +7.1% | +45.2% |
| 1Y | +52.0% | +44.6% | +7.3% | +43.4% |
| 3Y | +114.7% | +20.7% | +94.0% | +105.1% |
| 5Y | +8.8% | +185.0% | -176.3% | -5.8% |
| All | +32.8% | +387.4% | -354.6% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling