+93.8%
SNOW vs CPNG
-21.7%
+115.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -7.5% | -5.4% | -2.1% | -6.2% |
| 30D | -1.3% | -11.1% | +9.8% | +1.4% |
| 3M | +37.4% | -3.0% | +40.4% | +37.0% |
| 6M | +88.1% | -23.5% | +111.6% | +98.5% |
| YTD | +50.3% | -37.8% | +88.1% | +69.0% |
| 1Y | +46.0% | -54.3% | +100.3% | +81.2% |
| All | +93.8% | -21.7% | +115.4% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling