+30.5%
SNOW vs COR
+286.6%
-256.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +8.4% | -3.9% | +12.3% | +8.1% |
| 30D | -1.0% | -0.3% | -0.6% | -0.9% |
| 3M | +38.3% | +15.9% | +22.4% | +39.6% |
| 6M | +81.3% | -10.3% | +91.6% | +79.6% |
| YTD | +51.1% | -3.7% | +54.8% | +51.0% |
| 1Y | +47.0% | +9.1% | +37.9% | +48.6% |
| 3Y | +99.7% | +86.6% | +13.2% | +107.4% |
| 5Y | +3.6% | +180.9% | -177.3% | +7.7% |
| All | +30.5% | +286.6% | -256.1% | +32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling