-25.6%
SNOW vs CNH
-14.7%
-10.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +1.6% |
| 7D | -9.9% | -1.7% | -8.2% | -9.4% |
| 30D | -17.1% | -7.2% | -9.9% | -15.7% |
| 3M | -13.2% | +6.5% | -19.8% | -16.2% |
| 6M | +97.4% | +7.9% | +89.6% | +87.0% |
| YTD | +25.8% | +26.6% | -0.8% | +8.6% |
| 1Y | +4.2% | +13.8% | -9.5% | -6.1% |
| 3Y | +91.3% | +9.2% | +82.1% | +67.6% |
| All | -25.6% | -14.7% | -10.9% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling