+102.2%
SNOW vs CNH
+7.5%
+94.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +0.2% |
| 7D | +4.9% | +8.8% | -3.9% | +3.6% |
| 30D | +1.5% | +24.7% | -23.1% | -1.9% |
| 3M | +39.5% | +27.3% | +12.2% | +33.8% |
| 6M | +85.9% | +23.2% | +62.7% | +78.2% |
| YTD | +52.9% | +48.9% | +4.0% | +36.3% |
| 1Y | +48.1% | +19.4% | +28.7% | +42.3% |
| 3Y | +102.2% | +7.8% | +94.4% | +103.6% |
| All | +102.2% | +7.5% | +94.7% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling