+14.6%
SNOW vs CAG
-42.7%
+57.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.3% |
| 7D | +5.5% | -3.3% | +8.8% | +4.8% |
| 30D | -13.2% | +7.7% | -20.8% | -11.6% |
| 3M | -13.7% | -3.2% | -10.6% | -13.7% |
| 6M | +91.0% | +7.0% | +84.0% | +94.0% |
| YTD | +32.7% | -9.0% | +41.6% | +31.1% |
| 1Y | +13.3% | -9.6% | +22.9% | +11.9% |
| 3Y | +83.4% | -36.0% | +119.4% | +74.1% |
| 5Y | -24.7% | -40.9% | +16.2% | -29.5% |
| All | +14.6% | -42.7% | +57.3% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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