+326.0%
CAT vs SNOW
+9.3%
+316.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | +2.1% |
| 7D | +1.7% | +2.8% | -1.1% | +1.4% |
| 30D | -6.6% | +6.4% | -13.0% | -7.1% |
| 3M | -13.3% | +38.1% | -51.4% | -15.6% |
| 6M | +11.6% | +100.4% | -88.8% | +4.0% |
| YTD | +42.9% | +53.7% | -10.8% | +36.7% |
| 1Y | +95.4% | +52.0% | +43.5% | +86.8% |
| 3Y | +196.6% | +114.7% | +81.9% | +167.4% |
| All | +326.0% | +9.3% | +316.7% | +275.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling