+3.6%
SNOW vs CHD
+19.3%
-15.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.4% |
| 7D | +8.4% | -4.2% | +12.5% | +7.9% |
| 30D | -1.0% | -7.6% | +6.6% | -1.8% |
| 3M | +38.3% | -1.6% | +39.9% | +38.1% |
| 6M | +81.3% | -6.3% | +87.6% | +80.7% |
| YTD | +51.1% | +14.6% | +36.5% | +52.5% |
| 1Y | +47.0% | +1.6% | +45.4% | +47.7% |
| 3Y | +99.7% | +3.1% | +96.6% | +99.4% |
| 5Y | +3.6% | +21.1% | -17.5% | +0.2% |
| All | +3.6% | +19.3% | -15.7% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling