+18.6%
SNOW vs CRL
+51.3%
-32.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.3% |
| 7D | +3.7% | +5.0% | -1.4% | +1.3% |
| 30D | -16.4% | +13.5% | -29.9% | -21.5% |
| 3M | -9.9% | +21.5% | -31.4% | -18.5% |
| 6M | +98.8% | +103.4% | -4.6% | +38.7% |
| YTD | +37.3% | +71.8% | -34.5% | +2.5% |
| 1Y | +11.0% | +97.5% | -86.5% | -22.8% |
| 3Y | +87.8% | +99.2% | -11.5% | +14.7% |
| 5Y | -18.4% | -12.1% | -6.3% | -15.1% |
| All | +18.6% | +51.3% | -32.7% | -27.3% |
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