+13.3%
SNOW vs CSGP
-54.8%
+68.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.4% | -3.3% |
| 7D | +5.5% | +1.3% | +4.1% | +5.1% |
| 30D | -13.2% | +2.8% | -16.0% | -15.5% |
| 3M | -13.7% | -6.3% | -7.4% | -13.2% |
| 6M | +91.0% | -3.2% | +94.1% | +88.1% |
| YTD | +32.7% | -54.0% | +86.6% | +74.4% |
| 1Y | +13.3% | -54.8% | +68.1% | +49.9% |
| All | +13.3% | -54.8% | +68.1% | +49.9% |
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