+52.0%
SNOW vs CSGP
-64.9%
+116.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.5% |
| 7D | +2.8% | -4.1% | +6.9% | +4.5% |
| 30D | +6.4% | +2.3% | +4.1% | +5.1% |
| 3M | +38.1% | -8.2% | +46.3% | +41.6% |
| 6M | +100.4% | -35.1% | +135.5% | +128.2% |
| YTD | +53.7% | -54.0% | +107.7% | +90.9% |
| 1Y | +52.0% | -65.3% | +117.3% | +89.9% |
| All | +52.0% | -64.9% | +116.9% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling