+9.5%
SNOW vs CTAS
+25.6%
-16.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.9% |
| 7D | -14.5% | +7.6% | -22.1% | -15.7% |
| 30D | -14.3% | +17.2% | -31.5% | -17.5% |
| 3M | -8.3% | +12.8% | -21.0% | -10.9% |
| 6M | +101.5% | +38.0% | +63.5% | +80.0% |
| YTD | +32.5% | +22.7% | +9.8% | +22.5% |
| 1Y | +9.5% | +25.6% | -16.2% | +3.0% |
| All | +9.5% | +25.6% | -16.1% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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