+52.0%
SNOW vs CPB
-32.6%
+84.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -5.6% |
| 7D | +2.8% | -8.6% | +11.4% | +2.1% |
| 30D | +6.4% | -7.2% | +13.7% | +5.6% |
| 3M | +38.1% | +0.9% | +37.2% | +36.5% |
| 6M | +100.4% | -11.8% | +112.2% | +92.9% |
| YTD | +53.7% | -19.4% | +73.1% | +47.4% |
| 1Y | +52.0% | -30.4% | +82.3% | +41.8% |
| All | +52.0% | -32.6% | +84.6% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling