-18.1%
SNOW vs CRL
-9.4%
-8.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.6% |
| 7D | +0.2% | -1.7% | +2.0% | +0.9% |
| 30D | -19.8% | +14.6% | -34.4% | -24.9% |
| 3M | -11.6% | +24.8% | -36.5% | -20.8% |
| 6M | +94.0% | +94.7% | -0.7% | +39.4% |
| YTD | +34.8% | +73.4% | -38.5% | +1.1% |
| 1Y | +10.1% | +104.7% | -94.5% | -23.8% |
| 3Y | +84.4% | +101.1% | -16.7% | +13.3% |
| 5Y | -18.1% | -10.8% | -7.3% | +2.5% |
| All | -18.1% | -9.4% | -8.7% | +2.5% |
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