+32.8%
SNOW vs CASY
+341.3%
-308.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.7% |
| 3M | +38.1% | -0.6% | +38.7% | +37.2% |
| 6M | +100.4% | +10.7% | +89.7% | +92.2% |
| YTD | +53.7% | +37.1% | +16.6% | +38.6% |
| 1Y | +52.0% | +52.3% | -0.3% | +32.0% |
| 3Y | +114.7% | +215.2% | -100.5% | +46.1% |
| 5Y | +8.8% | +276.5% | -267.7% | -33.2% |
| All | +32.8% | +341.3% | -308.5% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling