+58.7%
CHRW vs SN
+490.7%
-432.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -1.4% | -9.3% | +7.9% | -0.4% |
| 30D | -3.5% | -4.8% | +1.3% | -3.0% |
| 3M | -19.4% | +40.4% | -59.8% | -22.4% |
| 6M | -21.4% | +50.9% | -72.3% | -25.1% |
| YTD | -7.1% | +54.9% | -62.1% | -12.0% |
| 1Y | +17.8% | +43.0% | -25.2% | +13.0% |
| 3Y | +78.8% | +391.8% | -313.1% | +56.3% |
| All | +58.7% | +490.7% | -432.0% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling