+52.0%
SNOW vs CTVA
+22.4%
+29.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.6% | -5.6% |
| 7D | +2.8% | +4.9% | -2.1% | +3.8% |
| 30D | +6.4% | +11.9% | -5.5% | +8.7% |
| 3M | +38.1% | +13.7% | +24.4% | +43.4% |
| 6M | +100.4% | +13.1% | +87.3% | +106.9% |
| YTD | +53.7% | +32.0% | +21.8% | +62.3% |
| 1Y | +52.0% | +22.1% | +29.9% | +60.3% |
| All | +52.0% | +22.4% | +29.5% | +60.3% |
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