+11.0%
SNOW vs CHRW
-9.7%
+20.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.4% |
| 7D | +3.7% | -0.1% | +3.7% | +3.6% |
| 30D | -16.4% | -4.3% | -12.1% | -16.1% |
| 3M | -9.9% | -7.4% | -2.4% | -9.4% |
| 6M | +98.8% | -20.7% | +119.5% | +98.2% |
| YTD | +37.3% | -15.9% | +53.2% | +29.2% |
| 1Y | +11.0% | -9.9% | +20.9% | +0.3% |
| All | +11.0% | -9.7% | +20.7% | +0.3% |
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