+3.6%
SNOW vs CAG
-41.8%
+45.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.4% |
| 7D | +8.4% | -6.6% | +15.0% | +7.1% |
| 30D | -1.0% | +2.3% | -3.3% | -0.6% |
| 3M | +38.3% | +16.3% | +22.0% | +42.2% |
| 6M | +81.3% | -16.0% | +97.3% | +74.0% |
| YTD | +51.1% | -7.7% | +58.8% | +48.5% |
| 1Y | +47.0% | -16.0% | +63.0% | +42.3% |
| 3Y | +99.7% | -37.7% | +137.5% | +86.7% |
| 5Y | +3.6% | -41.2% | +44.8% | -5.1% |
| All | +3.6% | -41.8% | +45.4% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling