+32.1%
SNOW vs CP
+53.8%
-21.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +4.9% | +2.4% | +2.5% | +3.9% |
| 30D | +1.5% | -0.5% | +2.1% | +1.8% |
| 3M | +39.5% | +1.4% | +38.1% | +38.5% |
| 6M | +85.9% | +10.3% | +75.6% | +76.3% |
| YTD | +52.9% | +24.3% | +28.6% | +36.0% |
| 1Y | +48.1% | +20.4% | +27.7% | +33.4% |
| 3Y | +102.2% | +21.8% | +80.4% | +76.2% |
| 5Y | +5.5% | +31.5% | -26.0% | -11.7% |
| All | +32.1% | +53.8% | -21.7% | -0.4% |
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