+91.3%
SNOW vs CSGP
-60.4%
+151.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.7% | +7.0% | +3.8% |
| 7D | -9.9% | +1.3% | -11.1% | -10.5% |
| 30D | -17.1% | +10.7% | -27.8% | -21.9% |
| 3M | -13.2% | +3.3% | -16.5% | -16.6% |
| 6M | +97.4% | -10.3% | +107.8% | +99.9% |
| YTD | +25.8% | -54.6% | +80.3% | +65.7% |
| 1Y | +4.2% | -54.6% | +58.9% | +37.3% |
| 3Y | +91.3% | -60.3% | +151.7% | +156.2% |
| All | +91.3% | -60.4% | +151.8% | +156.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling