+4,437.1%
SNDK vs CHRW
+61.7%
+4,375.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | -6.1% | +3.5% | -9.6% | -7.3% |
| 30D | +21.5% | +4.6% | +16.9% | +19.4% |
| 3M | -13.2% | -19.7% | +6.5% | -5.6% |
| 6M | +149.2% | -12.4% | +161.6% | +158.4% |
| YTD | +588.1% | -3.9% | +592.0% | +562.2% |
| 1Y | +1,837.5% | +18.4% | +1,819.2% | +1,590.7% |
| All | +4,437.1% | +61.7% | +4,375.4% | +3,160.7% |
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