+17.3%
CHRW vs SAN
+58.9%
-41.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -1.8% | +1.8% | -3.6% | -2.0% |
| 30D | -3.9% | +2.0% | -5.9% | -4.0% |
| 3M | -19.7% | +19.7% | -39.5% | -22.2% |
| 6M | -21.7% | +30.6% | -52.3% | -25.5% |
| YTD | -7.5% | +28.8% | -36.4% | -12.3% |
| 1Y | +17.3% | +57.8% | -40.5% | +10.7% |
| All | +17.3% | +58.9% | -41.6% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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