+18.6%
SNOW vs CDW
+62.7%
-44.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +0.7% |
| 7D | +3.7% | +2.6% | +1.1% | +2.4% |
| 30D | -16.4% | +20.4% | -36.8% | -24.8% |
| 3M | -9.9% | +28.5% | -38.3% | -22.4% |
| 6M | +98.8% | +70.6% | +28.2% | +43.1% |
| YTD | +37.3% | +29.1% | +8.2% | +12.2% |
| 1Y | +11.0% | +23.8% | -12.7% | -7.0% |
| 3Y | +87.8% | -14.5% | +102.3% | +90.5% |
| 5Y | -18.4% | -1.6% | -16.8% | -27.9% |
| All | +18.6% | +62.7% | -44.0% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling