+30.5%
SNOW vs COPX
+385.2%
-354.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | +8.4% | +6.0% | +2.4% | +6.0% |
| 30D | -1.0% | +6.4% | -7.4% | -3.5% |
| 3M | +38.3% | +19.3% | +19.0% | +27.9% |
| 6M | +81.3% | +16.2% | +65.1% | +66.5% |
| YTD | +51.1% | +33.2% | +18.0% | +28.1% |
| 1Y | +47.0% | +90.2% | -43.3% | +5.0% |
| 3Y | +99.7% | +175.7% | -75.9% | +14.2% |
| 5Y | +3.6% | +193.1% | -189.5% | -42.4% |
| All | +30.5% | +385.2% | -354.6% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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