+5.5%
SNOW vs CNH
+7.1%
-1.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +1.1% |
| 7D | +4.9% | +8.8% | -3.9% | +2.1% |
| 30D | +1.5% | +24.7% | -23.1% | -5.4% |
| 3M | +39.5% | +27.3% | +12.2% | +28.1% |
| 6M | +85.9% | +23.2% | +62.7% | +69.6% |
| YTD | +52.9% | +48.9% | +4.0% | +27.4% |
| 1Y | +48.1% | +19.4% | +28.7% | +35.0% |
| 3Y | +102.2% | +7.8% | +94.4% | +87.1% |
| 5Y | +5.5% | +8.7% | -3.3% | -4.2% |
| All | +5.5% | +7.1% | -1.7% | -4.2% |
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 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