+32.1%
SNOW vs CVS
+103.8%
-71.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +4.9% | -1.6% | +6.5% | +5.1% |
| 30D | +1.5% | +0.4% | +1.1% | +1.4% |
| 3M | +39.5% | -0.4% | +40.0% | +39.3% |
| 6M | +85.9% | +25.1% | +60.7% | +80.6% |
| YTD | +52.9% | +23.9% | +29.1% | +48.2% |
| 1Y | +48.1% | +41.1% | +7.0% | +40.3% |
| 3Y | +102.2% | +63.6% | +38.6% | +84.5% |
| 5Y | +5.5% | +31.5% | -26.1% | +1.9% |
| All | +32.1% | +103.8% | -71.7% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling