+9.5%
SNOW vs CPNG
-45.7%
+55.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +12.0% | -13.5% | -3.2% |
| 7D | -14.5% | +20.8% | -35.3% | -17.1% |
| 30D | -14.3% | +20.1% | -34.3% | -16.5% |
| 3M | -8.3% | +1.6% | -9.9% | -8.7% |
| 6M | +101.5% | -15.8% | +117.4% | +108.2% |
| YTD | +32.5% | -27.7% | +60.2% | +36.7% |
| 1Y | +9.5% | -46.9% | +56.4% | +19.8% |
| All | +9.5% | -45.7% | +55.2% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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