+14.6%
SNOW vs CSGP
-63.4%
+78.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.4% | -4.2% |
| 7D | +5.5% | +1.3% | +4.1% | +4.6% |
| 30D | -13.2% | +2.8% | -16.0% | -17.5% |
| 3M | -13.7% | -6.3% | -7.4% | -14.0% |
| 6M | +91.0% | -3.2% | +94.1% | +83.3% |
| YTD | +32.7% | -54.0% | +86.6% | +105.1% |
| 1Y | +13.3% | -54.8% | +68.1% | +76.9% |
| 3Y | +83.4% | -60.6% | +143.9% | +190.9% |
| 5Y | -24.7% | -62.6% | +37.9% | +17.0% |
| All | +14.6% | -63.4% | +78.0% | +74.0% |
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