+110.9%
SNOW vs CASY
+220.7%
-109.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.4% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +6.4% | -11.3% | +17.8% | +7.4% |
| 3M | +38.1% | -0.6% | +38.7% | +37.7% |
| 6M | +100.4% | +10.7% | +89.7% | +95.0% |
| YTD | +53.7% | +37.1% | +16.6% | +42.8% |
| 1Y | +52.0% | +52.3% | -0.3% | +36.8% |
| All | +110.9% | +220.7% | -109.8% | +68.2% |
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