+505.9%
CAT vs SNOW
+36.9%
+469.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +5.6% | +4.9% | +0.7% | +5.1% |
| 30D | -2.3% | +1.5% | -3.9% | -2.5% |
| 3M | -10.0% | +39.5% | -49.5% | -12.1% |
| 6M | +21.2% | +85.9% | -64.6% | +14.9% |
| YTD | +44.4% | +52.9% | -8.5% | +39.0% |
| 1Y | +96.3% | +48.1% | +48.2% | +89.1% |
| 3Y | +203.9% | +102.2% | +101.7% | +179.6% |
| 5Y | +333.5% | +5.5% | +328.0% | +297.4% |
| All | +505.9% | +36.9% | +469.0% | +461.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling