+3.5%
SNOW vs CPAY
+55.4%
-51.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.9% |
| 7D | -7.5% | -2.7% | -4.8% | -6.0% |
| 30D | -1.3% | +0.6% | -1.9% | -1.8% |
| 3M | +37.4% | +17.0% | +20.4% | +24.1% |
| 6M | +88.1% | +24.1% | +63.9% | +62.8% |
| YTD | +50.3% | +35.7% | +14.6% | +20.7% |
| 1Y | +46.0% | +34.0% | +12.0% | +16.8% |
| 3Y | +98.7% | +50.3% | +48.4% | +36.3% |
| All | +3.5% | +55.4% | -51.8% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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