+88.8%
CHRW vs SNY
-9.6%
+98.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.5% | -3.3% | +6.8% | +3.9% |
| 30D | +4.6% | -2.2% | +6.7% | +4.8% |
| 3M | -19.7% | -3.0% | -16.7% | -19.4% |
| 6M | -12.4% | +2.7% | -15.1% | -12.5% |
| YTD | -3.9% | -6.8% | +2.9% | -3.3% |
| 1Y | +18.4% | -5.3% | +23.6% | +19.2% |
| 3Y | +88.8% | -9.8% | +98.6% | +90.7% |
| All | +88.8% | -9.6% | +98.4% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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