+102.2%
SNOW vs CRL
+37.9%
+64.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.4% |
| 7D | +4.9% | -0.6% | +5.5% | +5.1% |
| 30D | +1.5% | +5.0% | -3.4% | -0.2% |
| 3M | +39.5% | +50.6% | -11.1% | +20.1% |
| 6M | +85.9% | +60.9% | +25.0% | +55.8% |
| YTD | +52.9% | +40.7% | +12.2% | +33.5% |
| 1Y | +48.1% | +73.3% | -25.2% | +21.1% |
| 3Y | +102.2% | +40.6% | +61.6% | +73.7% |
| All | +102.2% | +37.9% | +64.3% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling