-53.8%
SNAP vs CHRW
+63.9%
-117.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.2% | -1.9% |
| 7D | -7.1% | +0.6% | -7.7% | -7.0% |
| 30D | -14.6% | -7.3% | -7.3% | -12.8% |
| 3M | -5.0% | -14.2% | +9.2% | -1.4% |
| 6M | -18.8% | -25.1% | +6.3% | -13.5% |
| YTD | -38.5% | -21.2% | -17.4% | -36.4% |
| 1Y | -38.1% | -14.2% | -23.9% | -37.8% |
| 3Y | -53.8% | +63.5% | -117.3% | -65.0% |
| All | -53.8% | +63.9% | -117.7% | -65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling