+16.5%
SNOW vs CP
+58.7%
-42.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.7% |
| 7D | +0.2% | +2.8% | -2.6% | -0.9% |
| 30D | -19.8% | +11.0% | -30.9% | -23.4% |
| 3M | -11.6% | +3.8% | -15.5% | -13.2% |
| 6M | +94.0% | +9.5% | +84.5% | +85.3% |
| YTD | +34.8% | +28.2% | +6.6% | +18.1% |
| 1Y | +10.1% | +33.0% | -22.8% | -5.4% |
| 3Y | +84.4% | +35.5% | +48.8% | +51.9% |
| 5Y | -18.1% | +25.8% | -43.9% | -30.8% |
| All | +16.5% | +58.7% | -42.2% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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