+5.5%
SNOW vs CTAS
+114.7%
-109.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.9% | 0.0% | +5.0% | +5.1% |
| 30D | +1.5% | -1.0% | +2.5% | +2.3% |
| 3M | +39.5% | +15.8% | +23.8% | +22.6% |
| 6M | +85.9% | -1.0% | +86.9% | +84.6% |
| YTD | +52.9% | +7.4% | +45.5% | +41.6% |
| 1Y | +48.1% | -0.1% | +48.2% | +44.8% |
| 3Y | +102.2% | +66.3% | +35.9% | +4.6% |
| 5Y | +5.5% | +111.0% | -105.5% | -59.2% |
| All | +5.5% | +114.7% | -109.2% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling