+86.2%
SNOW vs CPB
-35.0%
+121.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.3% |
| 7D | +0.2% | +3.3% | -3.1% | +0.8% |
| 30D | -21.1% | +19.0% | -40.1% | -18.7% |
| 3M | -11.9% | +0.4% | -12.3% | -11.3% |
| 6M | +91.0% | +13.0% | +78.0% | +94.8% |
| YTD | +32.7% | -12.7% | +45.5% | +29.5% |
| 1Y | +10.8% | -20.9% | +31.6% | +5.8% |
| 3Y | +86.2% | -35.4% | +121.6% | +74.3% |
| All | +86.2% | -35.0% | +121.2% | +74.3% |
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