-91.0%
SNDQ vs CHRW
-26.7%
-64.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.2% | +15.0% | +15.3% |
| 7D | +66.1% | +4.9% | +61.3% | +65.5% |
| 30D | +122.5% | -4.8% | +127.3% | +123.8% |
| 3M | +11.6% | -13.1% | +24.7% | +11.9% |
| 6M | -82.2% | -16.3% | -65.8% | -82.3% |
| All | -91.0% | -26.7% | -64.3% | -90.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling