+30.5%
SNOW vs CPAY
+74.3%
-43.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +8.4% | -2.5% | +10.9% | +9.9% |
| 30D | -1.0% | +1.3% | -2.3% | -1.7% |
| 3M | +38.3% | +13.5% | +24.8% | +28.9% |
| 6M | +81.3% | +24.7% | +56.6% | +60.1% |
| YTD | +51.1% | +34.9% | +16.2% | +26.3% |
| 1Y | +47.0% | +29.7% | +17.3% | +24.4% |
| 3Y | +99.7% | +49.4% | +50.4% | +50.5% |
| 5Y | +3.6% | +53.5% | -49.9% | -29.6% |
| All | +30.5% | +74.3% | -43.8% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling