+100.4%
SNOW vs CSGP
-34.0%
+134.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.2% |
| 7D | +2.8% | -4.1% | +6.9% | +5.1% |
| 30D | +6.4% | +2.3% | +4.1% | +4.4% |
| 3M | +38.1% | -8.2% | +46.3% | +48.1% |
| 6M | +100.4% | -35.1% | +135.5% | +188.5% |
| All | +100.4% | -34.0% | +134.4% | +188.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling