+6.1%
SNOW vs CSGP
-62.1%
+68.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.6% | -5.6% | -6.3% |
| 7D | -18.4% | +13.9% | -32.3% | -25.0% |
| 30D | -19.8% | +16.0% | -35.8% | -29.2% |
| 3M | -14.9% | +6.1% | -21.0% | -21.5% |
| 6M | +90.2% | -8.2% | +98.4% | +90.0% |
| YTD | +22.9% | -52.3% | +75.2% | +86.8% |
| 1Y | +1.8% | -54.5% | +56.3% | +59.1% |
| 3Y | +79.7% | -58.6% | +138.3% | +177.0% |
| 5Y | -26.1% | -61.5% | +35.4% | +13.2% |
| All | +6.1% | -62.1% | +68.2% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling