-95.8%
SNDQ vs CHRW
-17.6%
-78.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.4% | -3.1% |
| 7D | -26.2% | +4.1% | -30.3% | -25.9% |
| 30D | -60.2% | +1.9% | -62.0% | -60.0% |
| 3M | -80.4% | -21.2% | -59.3% | -80.4% |
| All | -95.8% | -17.6% | -78.2% | -95.8% |
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 · Available span rolling