+47.0%
SNOW vs CNH
+22.6%
+24.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -0.7% |
| 7D | +8.4% | +1.8% | +6.6% | +8.9% |
| 30D | -1.0% | +32.6% | -33.6% | +5.2% |
| 3M | +38.3% | +29.4% | +8.9% | +46.5% |
| 6M | +81.3% | +26.0% | +55.3% | +93.5% |
| YTD | +51.1% | +52.2% | -1.1% | +57.9% |
| 1Y | +47.0% | +23.9% | +23.1% | +59.5% |
| All | +47.0% | +22.6% | +24.4% | +59.5% |
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