+32.8%
SNOW vs CTSH
-3.0%
+35.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.6% | -1.8% | -2.9% |
| 7D | +2.8% | -2.7% | +5.5% | +5.0% |
| 30D | +6.4% | +12.4% | -5.9% | -1.8% |
| 3M | +38.1% | +17.4% | +20.7% | +21.0% |
| 6M | +100.4% | -3.1% | +103.5% | +104.0% |
| YTD | +53.7% | -23.6% | +77.3% | +85.7% |
| 1Y | +52.0% | -10.8% | +62.8% | +60.4% |
| 3Y | +114.7% | -8.3% | +123.0% | +116.8% |
| 5Y | +8.8% | -11.3% | +20.1% | +17.3% |
| All | +32.8% | -3.0% | +35.8% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling