-26.1%
SNOW vs CVS
+12.2%
-38.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | +5.5% | +6.6% | -1.1% | +4.9% |
| 30D | -13.2% | -0.4% | -12.7% | -13.2% |
| 3M | -13.7% | -5.3% | -8.5% | -13.5% |
| 6M | +91.0% | -7.7% | +98.7% | +91.8% |
| YTD | +32.7% | +16.0% | +16.6% | +28.7% |
| 1Y | +13.3% | +16.2% | -3.0% | +9.8% |
| 3Y | +83.4% | +47.6% | +35.8% | +67.2% |
| All | -26.1% | +12.2% | -38.3% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling