+30.5%
SNOW vs CTAS
+157.5%
-127.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | +8.4% | +1.0% | +7.4% | +7.8% |
| 30D | -1.0% | -1.1% | +0.1% | -0.3% |
| 3M | +38.3% | +11.5% | +26.8% | +27.0% |
| 6M | +81.3% | +0.2% | +81.1% | +78.8% |
| YTD | +51.1% | +7.2% | +43.9% | +41.7% |
| 1Y | +47.0% | 0.0% | +47.0% | +44.0% |
| 3Y | +99.7% | +65.9% | +33.8% | +22.5% |
| 5Y | +3.6% | +109.6% | -106.0% | -46.8% |
| All | +30.5% | +157.5% | -127.0% | -39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling