+37.5%
CVX vs SNOW
+51.4%
-13.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -1.4% |
| 7D | +3.3% | +2.8% | +0.5% | +3.4% |
| 30D | +12.9% | +6.4% | +6.5% | +13.1% |
| 3M | +11.7% | +38.1% | -26.4% | +12.3% |
| 6M | +14.1% | +100.4% | -86.2% | +15.0% |
| YTD | +40.7% | +53.7% | -13.0% | +37.6% |
| 1Y | +37.5% | +52.0% | -14.5% | +38.5% |
| All | +37.5% | +51.4% | -13.9% | +38.5% |
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