+3.3%
SNOW vs CRH
+93.9%
-90.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | -2.4% | -6.1% | +3.6% | +0.7% |
| 30D | -1.0% | -9.3% | +8.3% | +3.8% |
| 3M | +36.9% | -15.2% | +52.0% | +47.4% |
| 6M | +83.4% | -14.2% | +97.6% | +90.9% |
| YTD | +50.0% | -28.3% | +78.2% | +74.1% |
| 1Y | +46.5% | -21.8% | +68.3% | +60.3% |
| 3Y | +93.3% | +71.6% | +21.7% | +15.5% |
| All | +3.3% | +93.9% | -90.6% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling