+102.2%
SNOW vs CAG
-36.6%
+138.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.8% |
| 7D | +4.9% | -5.3% | +10.2% | +3.9% |
| 30D | +1.5% | +1.0% | +0.5% | +1.7% |
| 3M | +39.5% | +17.4% | +22.2% | +44.2% |
| 6M | +85.9% | -16.8% | +102.7% | +75.6% |
| YTD | +52.9% | -6.8% | +59.7% | +49.5% |
| 1Y | +48.1% | -15.4% | +63.5% | +42.1% |
| 3Y | +102.2% | -37.1% | +139.3% | +93.9% |
| All | +102.2% | -36.6% | +138.8% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling