+32.1%
SNOW vs CDW
+35.8%
-3.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +2.4% |
| 7D | +4.9% | -3.9% | +8.8% | +7.4% |
| 30D | +1.5% | +6.9% | -5.4% | -2.3% |
| 3M | +39.5% | +7.7% | +31.8% | +31.5% |
| 6M | +85.9% | +18.3% | +67.6% | +61.9% |
| YTD | +52.9% | +7.8% | +45.2% | +39.5% |
| 1Y | +48.1% | -12.2% | +60.3% | +53.0% |
| 3Y | +102.2% | -28.9% | +131.1% | +129.5% |
| 5Y | +5.5% | -22.8% | +28.3% | +6.1% |
| All | +32.1% | +35.8% | -3.7% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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