-77.7%
SNAP vs CHRW
+126.2%
-203.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.4% |
| 7D | +0.7% | -1.4% | +2.1% | +1.2% |
| 30D | +2.6% | -3.5% | +6.1% | +3.7% |
| 3M | -9.9% | -19.4% | +9.5% | -3.7% |
| 6M | +1.9% | -21.4% | +23.2% | +9.4% |
| YTD | -32.2% | -7.1% | -25.1% | -32.6% |
| 1Y | -22.8% | +17.8% | -40.7% | -31.6% |
| 3Y | -47.6% | +78.8% | -126.4% | -62.1% |
| 5Y | -92.7% | +83.5% | -176.2% | -94.8% |
| All | -77.7% | +126.2% | -203.8% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling