+5.5%
SNOW vs COR
+180.8%
-175.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.6% |
| 7D | +4.9% | -1.9% | +6.8% | +4.8% |
| 30D | +1.5% | +1.5% | 0.0% | +1.7% |
| 3M | +39.5% | +18.7% | +20.8% | +40.8% |
| 6M | +85.9% | -9.0% | +94.9% | +84.3% |
| YTD | +52.9% | -3.3% | +56.2% | +52.8% |
| 1Y | +48.1% | +9.8% | +38.3% | +49.7% |
| 3Y | +102.2% | +87.4% | +14.8% | +106.3% |
| 5Y | +5.5% | +180.5% | -175.0% | -2.4% |
| All | +5.5% | +180.8% | -175.3% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling