+17.6%
SNOW vs CP
+60.0%
-42.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.2% |
| 7D | +10.8% | +0.9% | +9.9% | +10.4% |
| 30D | -16.5% | +10.3% | -26.9% | -20.0% |
| 3M | -10.1% | +2.3% | -12.4% | -11.1% |
| 6M | +96.5% | +10.7% | +85.8% | +86.9% |
| YTD | +36.2% | +29.3% | +6.9% | +18.8% |
| 1Y | +10.7% | +31.5% | -20.7% | -4.3% |
| 3Y | +86.2% | +36.7% | +49.5% | +52.9% |
| 5Y | -22.7% | +26.8% | -49.5% | -34.9% |
| All | +17.6% | +60.0% | -42.4% | -13.0% |
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