+3.3%
SNOW vs CAH
+393.5%
-390.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +36.0% |
| 6M | +83.4% | +9.4% | +74.0% | +81.8% |
| YTD | +50.0% | +15.0% | +35.0% | +47.4% |
| 1Y | +46.5% | +55.4% | -8.9% | +36.9% |
| 3Y | +93.3% | +173.8% | -80.5% | +68.9% |
| All | +3.3% | +393.5% | -390.2% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling