+8.9%
CAT vs SNOW
+7.5%
+1.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.7% | -5.3% |
| 7D | -17.1% | -14.5% | -2.6% | -17.7% |
| 30D | -30.1% | -14.3% | -15.8% | -30.6% |
| 3M | -32.4% | -8.3% | -24.1% | -32.4% |
| 6M | -32.1% | +101.5% | -133.6% | -28.4% |
| YTD | +4.1% | +32.5% | -28.4% | +11.7% |
| 1Y | +8.9% | +9.5% | -0.6% | +19.4% |
| All | +8.9% | +7.5% | +1.4% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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