+56.3%
SNOW vs CAI
-11.0%
+67.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.5% |
| 7D | +8.4% | -3.1% | +11.5% | +9.2% |
| 30D | -1.0% | +2.7% | -3.7% | -1.8% |
| 3M | +38.3% | +41.7% | -3.4% | +26.7% |
| 6M | +81.3% | +26.5% | +54.8% | +67.5% |
| YTD | +51.1% | -10.9% | +62.0% | +43.2% |
| 1Y | +47.0% | -29.2% | +76.2% | +39.2% |
| All | +56.3% | -11.0% | +67.3% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling