-26.1%
SNOW vs CHD
+33.2%
-59.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.4% |
| 7D | +5.5% | +3.6% | +1.8% | +6.0% |
| 30D | -13.2% | +10.4% | -23.6% | -11.8% |
| 3M | -13.7% | +12.2% | -25.9% | -12.2% |
| 6M | +91.0% | +19.9% | +71.1% | +96.0% |
| YTD | +32.7% | +36.4% | -3.8% | +37.2% |
| 1Y | +13.3% | +35.1% | -21.9% | +17.1% |
| 3Y | +83.4% | +29.2% | +54.2% | +86.9% |
| All | -26.1% | +33.2% | -59.3% | -26.9% |
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