+32.1%
SNOW vs CPRT
+23.2%
+8.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +2.4% |
| 7D | +4.9% | +0.4% | +4.5% | +4.9% |
| 30D | +1.5% | +9.9% | -8.4% | -7.3% |
| 3M | +39.5% | +5.6% | +33.9% | +29.6% |
| 6M | +85.9% | -13.6% | +99.5% | +108.5% |
| YTD | +52.9% | -16.7% | +69.7% | +76.4% |
| 1Y | +48.1% | -33.1% | +81.2% | +109.1% |
| 3Y | +102.2% | -27.1% | +129.2% | +140.0% |
| 5Y | +5.5% | -9.9% | +15.3% | -6.3% |
| All | +32.1% | +23.2% | +8.9% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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