+63.5%
CHRW vs SAN
+235.5%
-172.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.1% |
| 7D | +0.6% | +4.9% | -4.3% | +0.1% |
| 30D | -7.3% | -13.0% | +5.7% | -6.1% |
| 3M | -14.2% | -18.9% | +4.7% | -12.6% |
| 6M | -25.1% | -4.1% | -20.9% | -25.6% |
| YTD | -21.2% | +2.6% | -23.7% | -22.7% |
| 1Y | -14.2% | +16.9% | -31.1% | -17.0% |
| 3Y | +63.5% | +239.1% | -175.5% | +37.9% |
| All | +63.5% | +235.5% | -172.0% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling