+52.0%
SNOW vs CRH
-14.7%
+66.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.4% | -7.8% | -5.5% |
| 7D | +2.8% | -1.7% | +4.5% | +3.0% |
| 30D | +6.4% | -5.4% | +11.8% | +6.8% |
| 3M | +38.1% | -11.2% | +49.3% | +38.9% |
| 6M | +100.4% | -15.8% | +116.2% | +102.3% |
| YTD | +53.7% | -23.6% | +77.3% | +64.1% |
| 1Y | +52.0% | -14.6% | +66.5% | +54.8% |
| All | +52.0% | -14.7% | +66.7% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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