-79.6%
SNAP vs CHRW
+97.6%
-177.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -10.6% | -3.4% | -7.2% | -9.2% |
| 30D | -19.7% | -9.4% | -10.4% | -16.8% |
| 3M | -6.5% | -12.6% | +6.1% | -2.6% |
| 6M | -17.8% | -24.2% | +6.4% | -10.9% |
| YTD | -38.0% | -18.9% | -19.2% | -35.6% |
| 1Y | -42.5% | -13.7% | -28.8% | -41.8% |
| 3Y | -55.8% | +72.6% | -128.4% | -68.1% |
| 5Y | -90.5% | +55.6% | -146.1% | -92.9% |
| All | -79.6% | +97.6% | -177.2% | -89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling