-25.6%
SNOW vs CDW
-10.5%
-15.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.8% |
| 7D | -9.9% | +2.1% | -12.0% | -11.4% |
| 30D | -17.1% | +14.7% | -31.9% | -23.9% |
| 3M | -13.2% | +11.1% | -24.4% | -19.7% |
| 6M | +97.4% | +45.6% | +51.8% | +52.2% |
| YTD | +25.8% | +17.1% | +8.7% | +7.0% |
| 1Y | +4.2% | +13.2% | -8.9% | -9.5% |
| 3Y | +91.3% | -22.2% | +113.5% | +103.8% |
| All | -25.6% | -10.5% | -15.1% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling