+32.8%
SNOW vs COR
+295.7%
-262.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.6% | -5.5% |
| 7D | +2.8% | +2.8% | 0.0% | +3.0% |
| 30D | +6.4% | +4.5% | +1.9% | +6.8% |
| 3M | +38.1% | +22.7% | +15.4% | +39.8% |
| 6M | +100.4% | -9.7% | +110.1% | +98.6% |
| YTD | +53.7% | -1.4% | +55.1% | +53.8% |
| 1Y | +52.0% | +13.9% | +38.0% | +54.1% |
| 3Y | +114.7% | +94.0% | +20.7% | +123.2% |
| 5Y | +8.8% | +184.0% | -175.2% | +13.1% |
| All | +32.8% | +295.7% | -262.9% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling