-25.6%
SNOW vs CP
+24.4%
-49.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +3.1% |
| 7D | -9.9% | +2.8% | -12.6% | -11.0% |
| 30D | -17.1% | +10.2% | -27.3% | -20.8% |
| 3M | -13.2% | +2.4% | -15.6% | -14.3% |
| 6M | +97.4% | +7.7% | +89.8% | +89.2% |
| YTD | +25.8% | +26.0% | -0.2% | +9.7% |
| 1Y | +4.2% | +34.6% | -30.4% | -12.6% |
| 3Y | +91.3% | +26.7% | +64.6% | +59.2% |
| All | -25.6% | +24.4% | -49.9% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling