+47.0%
SNOW vs CP
+19.4%
+27.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.4% |
| 7D | +8.4% | +0.6% | +7.8% | +8.5% |
| 30D | -1.0% | -0.5% | -0.5% | -0.9% |
| 3M | +38.3% | +0.1% | +38.2% | +38.4% |
| 6M | +81.3% | +7.8% | +73.5% | +84.3% |
| YTD | +51.1% | +22.9% | +28.3% | +60.5% |
| 1Y | +47.0% | +21.3% | +25.6% | +55.0% |
| All | +47.0% | +19.4% | +27.5% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling