+3.6%
SNOW vs CVS
+31.0%
-27.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +8.4% | -1.9% | +10.3% | +8.6% |
| 30D | -1.0% | -0.3% | -0.7% | -1.0% |
| 3M | +38.3% | -1.1% | +39.4% | +38.2% |
| 6M | +81.3% | +23.7% | +57.6% | +76.1% |
| YTD | +51.1% | +23.0% | +28.1% | +46.3% |
| 1Y | +47.0% | +37.2% | +9.8% | +39.2% |
| 3Y | +99.7% | +62.4% | +37.3% | +80.5% |
| 5Y | +3.6% | +31.8% | -28.2% | +1.4% |
| All | +3.6% | +31.0% | -27.4% | +1.4% |
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 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