+32.8%
SNOW vs CAG
-40.5%
+73.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.6% |
| 7D | +2.8% | -3.8% | +6.6% | +2.2% |
| 30D | +6.4% | +3.1% | +3.3% | +7.0% |
| 3M | +38.1% | +23.5% | +14.6% | +43.3% |
| 6M | +100.4% | -14.8% | +115.2% | +93.6% |
| YTD | +53.7% | -5.4% | +59.2% | +52.1% |
| 1Y | +52.0% | -11.8% | +63.8% | +48.8% |
| 3Y | +114.7% | -36.7% | +151.3% | +102.6% |
| 5Y | +8.8% | -40.3% | +49.0% | +1.6% |
| All | +32.8% | -40.5% | +73.3% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling