+29.6%
SNOW vs CARR
+106.7%
-77.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.8% |
| 7D | -2.4% | -3.8% | +1.3% | -0.8% |
| 30D | -1.0% | -8.9% | +7.9% | +3.1% |
| 3M | +36.9% | -17.3% | +54.2% | +47.1% |
| 6M | +83.4% | -1.4% | +84.7% | +75.3% |
| YTD | +50.0% | +10.0% | +40.0% | +33.2% |
| 1Y | +46.5% | -6.4% | +52.9% | +42.1% |
| 3Y | +93.3% | +1.5% | +91.8% | +68.9% |
| 5Y | +3.3% | +9.3% | -6.0% | -22.4% |
| All | +29.6% | +106.7% | -77.2% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling