-95.5%
SNDQ vs CHRW
-16.5%
-79.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.3% | +6.7% | +8.1% |
| 7D | -20.4% | +4.4% | -24.7% | -20.0% |
| 30D | -54.5% | +5.5% | -60.0% | -54.2% |
| 3M | -79.1% | -17.3% | -61.8% | -78.8% |
| All | -95.5% | -16.5% | -79.0% | -95.4% |
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 · Available span rolling