+29.6%
SNOW vs CRH
+165.1%
-135.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | -2.4% | -6.1% | +3.6% | +0.5% |
| 30D | -1.0% | -9.3% | +8.3% | +3.5% |
| 3M | +36.9% | -15.2% | +52.0% | +46.7% |
| 6M | +83.4% | -14.2% | +97.6% | +90.6% |
| YTD | +50.0% | -28.3% | +78.2% | +72.2% |
| 1Y | +46.5% | -21.8% | +68.3% | +59.5% |
| 3Y | +93.3% | +71.6% | +21.7% | +26.3% |
| 5Y | +3.3% | +96.6% | -93.3% | -41.9% |
| All | +29.6% | +165.1% | -135.6% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling