+9.5%
SNOW vs COR
+5.5%
+4.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -1.3% |
| 7D | -14.5% | +9.1% | -23.6% | -14.2% |
| 30D | -14.3% | +12.4% | -26.7% | -14.0% |
| 3M | -8.3% | +15.8% | -24.1% | -8.0% |
| 6M | +101.5% | +17.1% | +84.4% | +99.8% |
| YTD | +32.5% | +5.4% | +27.0% | +35.3% |
| 1Y | +9.5% | +3.5% | +6.0% | +11.3% |
| All | +9.5% | +5.5% | +4.0% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling