+14.7%
SNOW vs CASY
+304.4%
-289.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.9% | +5.4% |
| 7D | +0.2% | +3.6% | -3.4% | -0.5% |
| 30D | -21.1% | +7.2% | -28.3% | -22.2% |
| 3M | -11.9% | -16.9% | +5.0% | -9.3% |
| 6M | +91.0% | -19.3% | +110.3% | +97.0% |
| YTD | +32.7% | +25.6% | +7.1% | +21.1% |
| 1Y | +10.8% | +30.2% | -19.4% | -0.2% |
| 3Y | +86.2% | +154.9% | -68.7% | +33.7% |
| 5Y | -22.7% | +252.1% | -274.8% | -51.9% |
| All | +14.7% | +304.4% | -289.7% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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