+81.3%
SNOW vs CHTR
-41.6%
+122.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.1% | +6.9% | -0.4% |
| 7D | +8.4% | -15.8% | +24.2% | +10.1% |
| 30D | -1.0% | -12.7% | +11.7% | 0.0% |
| 3M | +38.3% | -1.1% | +39.4% | +35.7% |
| 6M | +81.3% | -39.9% | +121.2% | +89.6% |
| All | +81.3% | -41.6% | +122.9% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 6mo: compounded portfolio wealth divided by compounded CHTR 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…
6mo analysis · Full analysis span regression · 6 months rolling