+9.5%
SNOW vs CTVA
+33.4%
-24.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -0.6% |
| 7D | -14.5% | +8.2% | -22.7% | -12.6% |
| 30D | -14.3% | -1.0% | -13.2% | -14.4% |
| 3M | -8.3% | +4.6% | -12.8% | -7.7% |
| 6M | +101.5% | +0.5% | +101.0% | +104.5% |
| YTD | +32.5% | +22.7% | +9.8% | +34.1% |
| 1Y | +9.5% | +32.0% | -22.5% | +11.1% |
| All | +9.5% | +33.4% | -24.0% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling