+30.5%
SNOW vs CARR
+108.5%
-78.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | +8.4% | +0.6% | +7.7% | +8.2% |
| 30D | -1.0% | -8.7% | +7.7% | +3.1% |
| 3M | +38.3% | -18.4% | +56.7% | +49.5% |
| 6M | +81.3% | -0.6% | +81.9% | +72.9% |
| YTD | +51.1% | +10.9% | +40.2% | +33.7% |
| 1Y | +47.0% | -7.3% | +54.3% | +43.6% |
| 3Y | +99.7% | +2.9% | +96.8% | +73.3% |
| 5Y | +3.6% | +9.6% | -6.1% | -22.3% |
| All | +30.5% | +108.5% | -78.0% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling