+3.3%
SNOW vs CARR
+8.3%
-5.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.9% |
| 7D | -2.4% | -3.8% | +1.3% | -0.7% |
| 30D | -1.0% | -8.9% | +7.9% | +3.5% |
| 3M | +36.9% | -17.3% | +54.2% | +48.0% |
| 6M | +83.4% | -1.4% | +84.7% | +74.2% |
| YTD | +50.0% | +10.0% | +40.0% | +31.1% |
| 1Y | +46.5% | -6.4% | +52.9% | +41.4% |
| 3Y | +93.3% | +1.5% | +91.8% | +62.8% |
| All | +3.3% | +8.3% | -5.0% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling