+7.9%
SNOW vs CSGP
-64.7%
+72.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -3.8% |
| 7D | +2.8% | -4.1% | +6.9% | +5.8% |
| 30D | +6.4% | +2.3% | +4.1% | +4.0% |
| 3M | +38.1% | -8.2% | +46.3% | +43.0% |
| 6M | +100.4% | -35.1% | +135.5% | +163.5% |
| YTD | +53.7% | -54.0% | +107.7% | +152.2% |
| 1Y | +52.0% | -65.3% | +117.3% | +202.9% |
| 3Y | +114.7% | -62.6% | +177.2% | +275.8% |
| All | +7.9% | -64.7% | +72.6% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling