+86.2%
SNOW vs CTSH
+2.4%
+83.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.3% | +6.3% |
| 7D | +0.2% | -2.3% | +2.4% | +1.0% |
| 30D | -21.1% | +7.4% | -28.5% | -25.1% |
| 3M | -11.9% | +10.9% | -22.8% | -18.1% |
| 6M | +91.0% | +24.7% | +66.3% | +65.6% |
| YTD | +32.7% | -22.0% | +54.7% | +51.5% |
| 1Y | +10.8% | -11.2% | +21.9% | +16.5% |
| 3Y | +86.2% | +3.9% | +82.4% | +79.8% |
| All | +86.2% | +2.4% | +83.8% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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