+7.9%
SNOW vs CDW
-19.1%
+27.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.8% |
| 7D | +2.8% | +3.2% | -0.4% | +1.2% |
| 30D | +6.4% | +9.3% | -2.9% | +0.8% |
| 3M | +38.1% | +9.8% | +28.3% | +28.5% |
| 6M | +100.4% | +23.3% | +77.1% | +68.9% |
| YTD | +53.7% | +13.7% | +40.1% | +35.2% |
| 1Y | +52.0% | -6.5% | +58.4% | +51.8% |
| 3Y | +114.7% | -25.2% | +139.9% | +138.1% |
| All | +7.9% | -19.1% | +27.0% | +4.4% |
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