+32.8%
SNOW vs CPRT
+27.4%
+5.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.8% |
| 7D | +2.8% | +2.2% | +0.6% | +1.3% |
| 30D | +6.4% | +16.6% | -10.2% | -7.6% |
| 3M | +38.1% | +9.6% | +28.5% | +24.3% |
| 6M | +100.4% | -11.1% | +111.5% | +119.5% |
| YTD | +53.7% | -13.9% | +67.6% | +72.3% |
| 1Y | +52.0% | -32.5% | +84.5% | +113.4% |
| 3Y | +114.7% | -25.0% | +139.7% | +149.3% |
| 5Y | +8.8% | -7.4% | +16.1% | -5.7% |
| All | +32.8% | +27.4% | +5.3% | -19.6% |
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 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