+38.3%
SNOW vs CPNG
-76.2%
+114.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -1.5% |
| 7D | -2.4% | -1.1% | -1.3% | -2.0% |
| 30D | -1.0% | -7.4% | +6.4% | +1.7% |
| 3M | +36.9% | -12.3% | +49.2% | +42.9% |
| 6M | +83.4% | -19.4% | +102.8% | +93.2% |
| YTD | +50.0% | -35.9% | +85.9% | +74.2% |
| 1Y | +46.5% | -53.4% | +99.9% | +95.4% |
| 3Y | +93.3% | -20.0% | +113.3% | +90.4% |
| 5Y | +3.3% | -49.6% | +52.8% | +5.5% |
| All | +38.3% | -76.2% | +114.5% | +49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling