+158.3%
CAT vs SNOW
+81.8%
+76.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.7% | -0.6% |
| 7D | +7.4% | +5.5% | +2.0% | +6.9% |
| 30D | -19.7% | -13.2% | -6.5% | -18.7% |
| 3M | -29.6% | -13.7% | -15.9% | -28.9% |
| 6M | -33.2% | +91.0% | -124.2% | -38.0% |
| YTD | +5.7% | +32.7% | -27.0% | +3.0% |
| 1Y | +9.3% | +13.3% | -3.9% | +9.4% |
| 3Y | +158.3% | +83.4% | +75.0% | +123.2% |
| All | +158.3% | +81.8% | +76.5% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling