+10.7%
SNOW vs CNH
+21.1%
-10.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.3% | -1.6% |
| 7D | +10.8% | +6.4% | +4.4% | +12.3% |
| 30D | -16.5% | -1.6% | -14.9% | -16.9% |
| 3M | -10.1% | +11.6% | -21.7% | -7.1% |
| 6M | +96.5% | +12.5% | +84.0% | +106.8% |
| YTD | +36.2% | +31.1% | +5.1% | +38.3% |
| 1Y | +10.7% | +17.0% | -6.3% | +13.2% |
| All | +10.7% | +21.1% | -10.4% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling