+17.6%
SNOW vs CTSH
-0.8%
+18.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.2% |
| 7D | +10.8% | -4.2% | +15.0% | +13.7% |
| 30D | -16.5% | +3.9% | -20.5% | -20.2% |
| 3M | -10.1% | +10.2% | -20.3% | -18.1% |
| 6M | +96.5% | +35.3% | +61.2% | +51.3% |
| YTD | +36.2% | -21.8% | +58.0% | +57.7% |
| 1Y | +10.7% | -12.1% | +22.8% | +16.3% |
| 3Y | +86.2% | +2.0% | +84.2% | +67.7% |
| 5Y | -22.7% | -15.3% | -7.4% | -16.4% |
| All | +17.6% | -0.8% | +18.4% | +11.7% |
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