+86.2%
SNOW vs CASY
+155.2%
-69.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.9% | +5.5% |
| 7D | +0.2% | +3.6% | -3.4% | -0.1% |
| 30D | -21.1% | +7.2% | -28.3% | -21.6% |
| 3M | -11.9% | -16.9% | +5.0% | -10.6% |
| 6M | +91.0% | -19.3% | +110.3% | +94.9% |
| YTD | +32.7% | +25.6% | +7.1% | +22.9% |
| 1Y | +10.8% | +30.2% | -19.4% | +1.4% |
| 3Y | +86.2% | +154.9% | -68.7% | +36.4% |
| All | +86.2% | +155.2% | -69.0% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling