+29.6%
SNOW vs CAH
+480.1%
-450.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -2.4% | -5.1% | +2.7% | -2.0% |
| 30D | -1.0% | +0.2% | -1.2% | -1.0% |
| 3M | +36.9% | +6.3% | +30.6% | +36.1% |
| 6M | +83.4% | +9.4% | +74.0% | +81.9% |
| YTD | +50.0% | +15.0% | +35.0% | +47.7% |
| 1Y | +46.5% | +55.4% | -8.9% | +38.5% |
| 3Y | +93.3% | +173.8% | -80.5% | +73.3% |
| 5Y | +3.3% | +395.2% | -391.9% | -15.9% |
| All | +29.6% | +480.1% | -450.5% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling