+29.6%
SNOW vs CTVA
+202.8%
-173.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -2.4% | -4.5% | +2.1% | -1.3% |
| 30D | -1.0% | +11.3% | -12.3% | -4.0% |
| 3M | +36.9% | +12.3% | +24.5% | +31.5% |
| 6M | +83.4% | +7.2% | +76.2% | +77.4% |
| YTD | +50.0% | +26.0% | +24.0% | +37.7% |
| 1Y | +46.5% | +16.0% | +30.5% | +37.4% |
| 3Y | +93.3% | +73.9% | +19.4% | +57.7% |
| 5Y | +3.3% | +103.8% | -100.5% | -18.3% |
| All | +29.6% | +202.8% | -173.2% | +9.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling