+16.5%
SNOW vs CDW
+59.2%
-42.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | 0.0% |
| 7D | +0.2% | +13.1% | -12.8% | -6.7% |
| 30D | -19.8% | +19.1% | -38.9% | -27.5% |
| 3M | -11.6% | +24.7% | -36.4% | -22.7% |
| 6M | +94.0% | +63.4% | +30.7% | +43.0% |
| YTD | +34.8% | +26.3% | +8.5% | +11.5% |
| 1Y | +10.1% | +20.6% | -10.4% | -6.4% |
| 3Y | +84.4% | -16.3% | +100.7% | +89.3% |
| 5Y | -18.1% | -3.9% | -14.2% | -26.7% |
| All | +16.5% | +59.2% | -42.7% | -17.3% |
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