-52.7%
SNAP vs CHRW
+79.2%
-132.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.1% | +5.7% |
| 7D | -9.8% | -0.1% | -9.7% | -9.6% |
| 30D | -18.2% | -4.3% | -13.9% | -17.2% |
| 3M | -3.1% | -7.4% | +4.3% | -1.6% |
| 6M | -7.1% | -20.7% | +13.6% | -2.7% |
| YTD | -33.8% | -15.9% | -18.0% | -32.8% |
| 1Y | -39.0% | -9.9% | -29.2% | -39.6% |
| All | -52.7% | +79.2% | -132.0% | -65.8% |
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