+46.0%
SNOW vs CTAS
-0.4%
+46.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -7.5% | -1.3% | -6.2% | -7.2% |
| 30D | -1.3% | -3.1% | +1.8% | -0.7% |
| 3M | +37.4% | +10.3% | +27.2% | +32.4% |
| 6M | +88.1% | +1.6% | +86.4% | +78.5% |
| YTD | +50.3% | +6.3% | +44.0% | +44.2% |
| 1Y | +46.0% | -0.5% | +46.5% | +39.8% |
| All | +46.0% | -0.4% | +46.4% | +39.8% |
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