+52.0%
SNOW vs CARR
-3.6%
+55.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.3% |
| 7D | +2.8% | +1.6% | +1.2% | +2.9% |
| 30D | +6.4% | -8.7% | +15.2% | +4.3% |
| 3M | +38.1% | -12.6% | +50.7% | +34.1% |
| 6M | +100.4% | -1.5% | +101.9% | +100.4% |
| YTD | +53.7% | +14.3% | +39.4% | +49.7% |
| 1Y | +52.0% | -4.6% | +56.5% | +58.3% |
| All | +52.0% | -3.6% | +55.5% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling