+32.8%
SNOW vs CNH
+135.4%
-102.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.0% | -9.5% | -6.5% |
| 7D | +2.8% | +23.3% | -20.5% | -3.0% |
| 30D | +6.4% | +33.5% | -27.0% | -2.0% |
| 3M | +38.1% | +32.7% | +5.4% | +26.5% |
| 6M | +100.4% | +22.2% | +78.2% | +85.7% |
| YTD | +53.7% | +57.7% | -4.0% | +28.8% |
| 1Y | +52.0% | +28.0% | +24.0% | +37.1% |
| 3Y | +114.7% | +11.5% | +103.1% | +98.5% |
| 5Y | +8.8% | +11.9% | -3.1% | -1.0% |
| All | +32.8% | +135.4% | -102.6% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling