+17.6%
SNOW vs CTAS
+192.9%
-175.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | +10.8% | +0.5% | +10.3% | +10.5% |
| 30D | -16.5% | +10.2% | -26.8% | -22.0% |
| 3M | -10.1% | +12.1% | -22.2% | -17.1% |
| 6M | +96.5% | +38.3% | +58.3% | +55.4% |
| YTD | +36.2% | +21.9% | +14.3% | +16.6% |
| 1Y | +10.7% | +24.0% | -13.3% | -6.6% |
| 3Y | +86.2% | +75.1% | +11.1% | +11.3% |
| 5Y | -22.7% | +116.9% | -139.7% | -62.7% |
| All | +17.6% | +192.9% | -175.3% | -50.1% |
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