+110.9%
SNOW vs CDW
-25.0%
+136.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.0% |
| 7D | +2.8% | +3.2% | -0.4% | +1.7% |
| 30D | +6.4% | +9.3% | -2.9% | +2.5% |
| 3M | +38.1% | +9.8% | +28.3% | +31.4% |
| 6M | +100.4% | +23.3% | +77.1% | +78.2% |
| YTD | +53.7% | +13.7% | +40.1% | +41.1% |
| 1Y | +52.0% | -6.5% | +58.4% | +53.2% |
| All | +110.9% | -25.0% | +136.0% | +116.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling