+7.9%
SNOW vs CP
+32.0%
-24.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.6% |
| 7D | +2.8% | -2.7% | +5.5% | +4.1% |
| 30D | +6.4% | +0.2% | +6.3% | +6.4% |
| 3M | +38.1% | +2.6% | +35.5% | +36.3% |
| 6M | +100.4% | +6.0% | +94.4% | +93.0% |
| YTD | +53.7% | +24.9% | +28.8% | +35.2% |
| 1Y | +52.0% | +20.1% | +31.8% | +36.1% |
| 3Y | +114.7% | +16.4% | +98.3% | +89.7% |
| All | +7.9% | +32.0% | -24.1% | -14.5% |
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 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