+102.2%
SNOW vs COR
+87.4%
+14.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.7% |
| 7D | +4.9% | -1.9% | +6.8% | +4.7% |
| 30D | +1.5% | +1.5% | 0.0% | +1.8% |
| 3M | +39.5% | +18.7% | +20.8% | +42.4% |
| 6M | +85.9% | -9.0% | +94.9% | +82.0% |
| YTD | +52.9% | -3.3% | +56.2% | +52.6% |
| 1Y | +48.1% | +9.8% | +38.3% | +53.1% |
| 3Y | +102.2% | +87.4% | +14.8% | +175.0% |
| All | +102.2% | +87.4% | +14.7% | +175.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling