+29.6%
SNOW vs CRS
+2,299.4%
-2,269.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -2.4% | -6.8% | +4.3% | -0.8% |
| 30D | -1.0% | -16.1% | +15.1% | +3.3% |
| 3M | +36.9% | -21.2% | +58.0% | +44.2% |
| 6M | +83.4% | +8.7% | +74.7% | +75.9% |
| YTD | +50.0% | +41.0% | +9.0% | +33.1% |
| 1Y | +46.5% | +82.7% | -36.1% | +19.8% |
| 3Y | +93.3% | +604.8% | -511.5% | +10.2% |
| 5Y | +3.3% | +1,384.7% | -1,381.4% | -50.1% |
| All | +29.6% | +2,299.4% | -2,269.8% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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