+56.1%
SNOW vs CHYM
-24.0%
+80.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.9% |
| 7D | -7.5% | -2.9% | -4.6% | -6.9% |
| 30D | -1.3% | +3.0% | -4.3% | -2.4% |
| 3M | +37.4% | +98.7% | -61.3% | +10.1% |
| 6M | +88.1% | +46.4% | +41.6% | +62.3% |
| YTD | +50.3% | +29.8% | +20.5% | +32.1% |
| 1Y | +46.0% | +40.5% | +5.5% | +26.4% |
| All | +56.1% | -24.0% | +80.1% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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