+17.6%
SNOW vs CHRW
+46.6%
-29.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +10.8% | +4.7% | +6.1% | +9.5% |
| 30D | -16.5% | -2.6% | -13.9% | -16.2% |
| 3M | -10.1% | -8.0% | -2.1% | -8.8% |
| 6M | +96.5% | -19.0% | +115.5% | +102.8% |
| YTD | +36.2% | -15.5% | +51.6% | +37.1% |
| 1Y | +10.7% | -10.8% | +21.5% | +9.6% |
| 3Y | +86.2% | +79.8% | +6.4% | +39.9% |
| 5Y | -22.7% | +59.3% | -82.0% | -38.1% |
| All | +17.6% | +46.6% | -29.0% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling