+52.0%
SNOW vs CVS
+35.9%
+16.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.5% |
| 7D | +2.8% | +4.0% | -1.2% | +3.9% |
| 30D | +6.4% | -2.4% | +8.8% | +6.0% |
| 3M | +38.1% | +2.7% | +35.4% | +39.3% |
| 6M | +100.4% | +21.9% | +78.5% | +111.8% |
| YTD | +53.7% | +24.7% | +29.0% | +64.3% |
| 1Y | +52.0% | +35.4% | +16.5% | +66.4% |
| All | +52.0% | +35.9% | +16.0% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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