+5.5%
SNOW vs CPB
-38.5%
+44.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.2% |
| 7D | +4.9% | -8.2% | +13.1% | +3.5% |
| 30D | +1.5% | -5.6% | +7.1% | +0.6% |
| 3M | +39.5% | +3.0% | +36.6% | +40.3% |
| 6M | +85.9% | -12.7% | +98.6% | +80.3% |
| YTD | +52.9% | -18.0% | +70.9% | +46.8% |
| 1Y | +48.1% | -31.7% | +79.8% | +36.6% |
| 3Y | +102.2% | -41.0% | +143.1% | +83.3% |
| 5Y | +5.5% | -38.4% | +43.9% | +0.6% |
| All | +5.5% | -38.5% | +44.0% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling