-90.1%
SNAP vs CHRW
+61.7%
-151.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.1% | +5.4% |
| 7D | -9.8% | -0.1% | -9.7% | -9.6% |
| 30D | -18.2% | -4.3% | -13.9% | -16.9% |
| 3M | -3.1% | -7.4% | +4.3% | -1.3% |
| 6M | -7.1% | -20.7% | +13.6% | -1.4% |
| YTD | -33.8% | -15.9% | -18.0% | -32.5% |
| 1Y | -39.0% | -9.9% | -29.2% | -39.7% |
| 3Y | -52.8% | +79.0% | -131.8% | -67.4% |
| All | -90.1% | +61.7% | -151.8% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling