+52.0%
SNOW vs CHRW
+16.7%
+35.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.1% | -5.5% |
| 7D | +2.8% | -1.8% | +4.6% | +2.9% |
| 30D | +6.4% | -3.9% | +10.3% | +6.7% |
| 3M | +38.1% | -19.7% | +57.8% | +39.6% |
| 6M | +100.4% | -21.7% | +122.1% | +102.1% |
| YTD | +53.7% | -7.5% | +61.2% | +52.8% |
| 1Y | +52.0% | +17.3% | +34.6% | +51.3% |
| All | +52.0% | +16.7% | +35.2% | +51.3% |
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