+29.6%
SNOW vs CAG
-43.9%
+73.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.3% |
| 7D | -2.4% | -5.7% | +3.3% | -3.4% |
| 30D | -1.0% | -2.4% | +1.4% | -1.4% |
| 3M | +36.9% | +9.8% | +27.1% | +39.1% |
| 6M | +83.4% | -10.8% | +94.2% | +79.1% |
| YTD | +50.0% | -10.8% | +60.8% | +46.9% |
| 1Y | +46.5% | -19.0% | +65.5% | +41.5% |
| 3Y | +93.3% | -39.7% | +133.0% | +80.9% |
| 5Y | +3.3% | -43.0% | +46.3% | -4.4% |
| All | +29.6% | -43.9% | +73.4% | +14.4% |
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