+16.5%
SNOW vs CHRW
+40.7%
-24.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.2% | -3.4% | +3.6% | +1.2% |
| 30D | -19.8% | -9.4% | -10.5% | -18.0% |
| 3M | -11.6% | -12.6% | +1.0% | -9.1% |
| 6M | +94.0% | -24.2% | +118.2% | +103.8% |
| YTD | +34.8% | -18.9% | +53.7% | +37.2% |
| 1Y | +10.1% | -13.7% | +23.8% | +9.9% |
| 3Y | +84.4% | +72.6% | +11.8% | +40.0% |
| 5Y | -18.1% | +55.6% | -73.6% | -33.9% |
| All | +16.5% | +40.7% | -24.3% | -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