+8.6%
SNOW vs CSGP
-63.8%
+72.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.7% | +7.0% | +5.0% |
| 7D | -9.9% | +1.3% | -11.1% | -11.0% |
| 30D | -17.1% | +10.7% | -27.8% | -25.0% |
| 3M | -13.2% | +3.3% | -16.5% | -19.0% |
| 6M | +97.4% | -10.3% | +107.8% | +99.1% |
| YTD | +25.8% | -54.6% | +80.3% | +96.1% |
| 1Y | +4.2% | -54.6% | +58.9% | +62.1% |
| 3Y | +91.3% | -60.3% | +151.7% | +201.3% |
| 5Y | -24.4% | -63.3% | +38.9% | +18.8% |
| All | +8.6% | -63.8% | +72.5% | +66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling