+32.1%
SNOW vs CAH
+494.7%
-462.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.3% |
| 7D | +4.9% | +0.5% | +4.4% | +4.9% |
| 30D | +1.5% | +1.7% | -0.2% | +1.4% |
| 3M | +39.5% | +17.9% | +21.7% | +37.6% |
| 6M | +85.9% | +10.9% | +75.0% | +84.3% |
| YTD | +52.9% | +17.9% | +35.1% | +50.4% |
| 1Y | +48.1% | +61.7% | -13.6% | +39.4% |
| 3Y | +102.2% | +183.7% | -81.6% | +80.7% |
| 5Y | +5.5% | +401.3% | -395.9% | -14.2% |
| All | +32.1% | +494.7% | -462.6% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling