+111.6%
SNOW vs CPRT
-25.5%
+137.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | +2.8% | +2.2% | +0.6% | +1.8% |
| 30D | +6.4% | +16.6% | -10.2% | -2.1% |
| 3M | +38.1% | +9.6% | +28.5% | +30.3% |
| 6M | +100.4% | -11.1% | +111.5% | +114.0% |
| YTD | +53.7% | -13.9% | +67.6% | +66.6% |
| 1Y | +52.0% | -32.5% | +84.5% | +89.7% |
| All | +111.6% | -25.5% | +137.1% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling