+16.5%
SNOW vs CPRT
+22.1%
-5.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +2.0% |
| 7D | +0.2% | +4.0% | -3.7% | -3.1% |
| 30D | -19.8% | +18.2% | -38.1% | -31.4% |
| 3M | -11.6% | +9.2% | -20.8% | -20.4% |
| 6M | +94.0% | -4.8% | +98.8% | +94.4% |
| YTD | +34.8% | -17.5% | +52.3% | +53.7% |
| 1Y | +10.1% | -22.0% | +32.1% | +32.0% |
| 3Y | +84.4% | -33.7% | +118.1% | +139.5% |
| 5Y | -18.1% | -15.0% | -3.1% | -25.4% |
| All | +16.5% | +22.1% | -5.6% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling