+83.4%
SNOW vs CHD
+31.2%
+52.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.1% |
| 7D | +5.5% | +3.6% | +1.8% | +6.6% |
| 30D | -13.2% | +10.4% | -23.6% | -10.3% |
| 3M | -13.7% | +12.2% | -25.9% | -10.4% |
| 6M | +91.0% | +19.9% | +71.1% | +102.3% |
| YTD | +32.7% | +36.4% | -3.8% | +44.5% |
| 1Y | +13.3% | +35.1% | -21.9% | +23.2% |
| 3Y | +83.4% | +29.2% | +54.2% | +86.7% |
| All | +83.4% | +31.2% | +52.1% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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