+37.2%
SNOW vs CAI
-14.7%
+51.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.3% | -1.7% |
| 7D | +5.5% | -8.7% | +14.2% | +7.6% |
| 30D | -13.2% | -23.8% | +10.7% | -7.7% |
| 3M | -13.7% | +3.9% | -17.6% | -15.0% |
| 6M | +91.0% | +56.8% | +34.1% | +70.7% |
| YTD | +32.7% | -14.6% | +47.3% | +26.4% |
| 1Y | +13.3% | -5.2% | +18.5% | +7.6% |
| All | +37.2% | -14.7% | +51.9% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling