-9.9%
CHRW vs SN
+140.1%
-149.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -0.1% | +3.5% | -3.6% | -0.5% |
| 30D | -4.3% | +19.4% | -23.7% | -6.3% |
| 3M | -7.4% | +20.9% | -28.3% | -9.6% |
| 6M | -20.7% | +111.1% | -131.8% | -28.4% |
| YTD | -15.9% | +102.8% | -118.7% | -25.1% |
| 1Y | -9.9% | +146.2% | -156.1% | -23.4% |
| All | -9.9% | +140.1% | -149.9% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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