+102.2%
SNOW vs CPB
-40.5%
+142.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.3% |
| 7D | +4.9% | -8.2% | +13.1% | +3.8% |
| 30D | +1.5% | -5.6% | +7.1% | +0.7% |
| 3M | +39.5% | +3.0% | +36.6% | +39.9% |
| 6M | +85.9% | -12.7% | +98.6% | +80.2% |
| YTD | +52.9% | -18.0% | +70.9% | +47.1% |
| 1Y | +48.1% | -31.7% | +79.8% | +37.3% |
| 3Y | +102.2% | -41.0% | +143.1% | +89.3% |
| All | +102.2% | -40.5% | +142.7% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling