+32.8%
SNOW vs CP
+54.6%
-21.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.6% |
| 7D | +2.8% | -2.7% | +5.5% | +4.0% |
| 30D | +6.4% | +0.2% | +6.3% | +6.4% |
| 3M | +38.1% | +2.6% | +35.5% | +36.4% |
| 6M | +100.4% | +6.0% | +94.4% | +93.5% |
| YTD | +53.7% | +24.9% | +28.8% | +36.4% |
| 1Y | +52.0% | +20.1% | +31.8% | +37.1% |
| 3Y | +114.7% | +16.4% | +98.3% | +92.0% |
| 5Y | +8.8% | +31.7% | -23.0% | -9.1% |
| All | +32.8% | +54.6% | -21.8% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling