+41.1%
SNOW vs CPNG
-76.7%
+117.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.8% |
| 7D | +4.9% | -6.3% | +11.2% | +7.5% |
| 30D | +1.5% | -8.7% | +10.3% | +5.0% |
| 3M | +39.5% | -2.4% | +42.0% | +38.3% |
| 6M | +85.9% | -22.3% | +108.2% | +98.9% |
| YTD | +52.9% | -37.2% | +90.2% | +79.3% |
| 1Y | +48.1% | -53.0% | +101.1% | +96.5% |
| 3Y | +102.2% | -20.0% | +122.2% | +98.9% |
| 5Y | +5.5% | -52.8% | +58.2% | +9.8% |
| All | +41.1% | -76.7% | +117.8% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling