+7.9%
SNOW vs CPRT
-7.1%
+15.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.8% |
| 7D | +2.8% | +2.2% | +0.6% | +1.2% |
| 30D | +6.4% | +16.6% | -10.2% | -8.1% |
| 3M | +38.1% | +9.6% | +28.5% | +23.8% |
| 6M | +100.4% | -11.1% | +111.5% | +120.6% |
| YTD | +53.7% | -13.9% | +67.6% | +73.3% |
| 1Y | +52.0% | -32.5% | +84.5% | +117.5% |
| 3Y | +114.7% | -25.0% | +139.7% | +145.3% |
| All | +7.9% | -7.1% | +15.0% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling