+63.5%
CHRW vs SN
+397.9%
-334.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -2.6% |
| 7D | +0.6% | +7.2% | -6.6% | -0.3% |
| 30D | -7.3% | +20.4% | -27.7% | -9.4% |
| 3M | -14.2% | +23.9% | -38.1% | -16.5% |
| 6M | -25.1% | +93.0% | -118.1% | -31.4% |
| YTD | -21.2% | +99.2% | -120.4% | -28.5% |
| 1Y | -14.2% | +142.6% | -156.8% | -24.1% |
| 3Y | +63.5% | +398.8% | -335.3% | +29.4% |
| All | +63.5% | +397.9% | -334.4% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling