-22.8%
SNAP vs CHRW
+16.7%
-39.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.7% | -4.1% |
| 7D | +0.7% | -1.8% | +2.6% | +1.0% |
| 30D | +2.6% | -3.9% | +6.5% | +3.3% |
| 3M | -9.9% | -19.7% | +9.9% | -7.5% |
| 6M | +1.9% | -21.7% | +23.6% | +3.8% |
| YTD | -32.2% | -7.5% | -24.7% | -30.6% |
| 1Y | -22.8% | +17.3% | -40.2% | -21.5% |
| All | -22.8% | +16.7% | -39.6% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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