+5.5%
SNOW vs CRL
-37.4%
+42.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.7% |
| 7D | +4.9% | -0.6% | +5.5% | +5.1% |
| 30D | +1.5% | +5.0% | -3.4% | -0.9% |
| 3M | +39.5% | +50.6% | -11.1% | +13.7% |
| 6M | +85.9% | +60.9% | +25.0% | +45.8% |
| YTD | +52.9% | +40.7% | +12.2% | +27.3% |
| 1Y | +48.1% | +73.3% | -25.2% | +10.9% |
| 3Y | +102.2% | +40.6% | +61.6% | +53.6% |
| 5Y | +5.5% | -37.0% | +42.4% | +23.1% |
| All | +5.5% | -37.4% | +42.9% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling