+44.5%
CHRW vs SN
+671.3%
-626.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | -0.2% |
| 7D | +7.3% | +1.5% | +5.7% | +7.1% |
| 30D | -3.6% | +21.5% | -25.1% | -5.5% |
| 3M | -9.6% | +20.0% | -29.6% | -11.4% |
| 6M | -17.0% | +119.9% | -136.9% | -23.9% |
| YTD | -15.4% | +102.3% | -117.7% | -22.1% |
| 1Y | -10.0% | +148.0% | -158.0% | -18.9% |
| 3Y | +82.2% | +450.0% | -367.8% | +55.0% |
| All | +44.5% | +671.3% | -626.8% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling