+52.0%
SNOW vs CAH
+65.8%
-13.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.5% |
| 7D | +2.8% | +5.4% | -2.6% | +3.6% |
| 30D | +6.4% | +3.3% | +3.1% | +7.0% |
| 3M | +38.1% | +22.8% | +15.3% | +42.0% |
| 6M | +100.4% | +11.3% | +89.1% | +105.1% |
| YTD | +53.7% | +21.1% | +32.6% | +58.3% |
| 1Y | +52.0% | +67.2% | -15.3% | +55.5% |
| All | +52.0% | +65.8% | -13.9% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling