+29.8%
SNOW vs CRL
+20.5%
+9.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.4% |
| 7D | -7.5% | -6.9% | -0.6% | -4.3% |
| 30D | -1.3% | -3.2% | +1.9% | +0.1% |
| 3M | +37.4% | +46.5% | -9.1% | +12.5% |
| 6M | +88.1% | +63.1% | +25.0% | +45.0% |
| YTD | +50.3% | +36.9% | +13.5% | +25.8% |
| 1Y | +46.0% | +78.1% | -32.1% | +6.4% |
| 3Y | +98.7% | +36.7% | +62.0% | +50.6% |
| 5Y | +3.5% | -38.1% | +41.6% | +29.4% |
| All | +29.8% | +20.5% | +9.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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