+32.1%
SNOW vs CRS
+2,382.6%
-2,350.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.4% |
| 7D | +4.9% | -3.1% | +8.0% | +5.7% |
| 30D | +1.5% | -19.6% | +21.1% | +7.0% |
| 3M | +39.5% | -8.1% | +47.6% | +41.3% |
| 6M | +85.9% | +18.6% | +67.3% | +74.3% |
| YTD | +52.9% | +45.9% | +7.1% | +34.6% |
| 1Y | +48.1% | +82.5% | -34.4% | +21.3% |
| 3Y | +102.2% | +648.9% | -546.7% | +13.6% |
| 5Y | +5.5% | +1,438.1% | -1,432.7% | -49.4% |
| All | +32.1% | +2,382.6% | -2,350.5% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling