+14.7%
SNOW vs CSGP
-63.0%
+77.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.3% | +4.3% |
| 7D | +0.2% | -1.8% | +2.0% | +1.0% |
| 30D | -21.1% | +5.3% | -26.4% | -26.0% |
| 3M | -11.9% | +3.3% | -15.2% | -17.6% |
| 6M | +91.0% | -4.7% | +95.6% | +85.5% |
| YTD | +32.7% | -53.5% | +86.3% | +104.4% |
| 1Y | +10.8% | -53.7% | +64.5% | +70.5% |
| 3Y | +86.2% | -59.7% | +146.0% | +191.4% |
| 5Y | -22.7% | -62.5% | +39.8% | +20.0% |
| All | +14.7% | -63.0% | +77.7% | +73.4% |
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