+88.2%
SNOW vs CTAS
+75.3%
+12.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.9% |
| 7D | +10.8% | +0.5% | +10.3% | +10.6% |
| 30D | -16.5% | +10.2% | -26.8% | -19.5% |
| 3M | -10.1% | +12.1% | -22.2% | -13.9% |
| 6M | +96.5% | +38.3% | +58.3% | +71.9% |
| YTD | +36.2% | +21.9% | +14.3% | +24.7% |
| 1Y | +10.7% | +24.0% | -13.3% | +0.6% |
| All | +88.2% | +75.3% | +12.9% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling