+47.0%
SNOW vs CHRW
+21.7%
+25.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +8.4% | +4.1% | +4.3% | +8.1% |
| 30D | -1.0% | +1.9% | -2.9% | -1.1% |
| 3M | +38.3% | -21.2% | +59.5% | +40.6% |
| 6M | +81.3% | -16.7% | +98.0% | +81.7% |
| YTD | +51.1% | -5.4% | +56.5% | +49.9% |
| 1Y | +47.0% | +21.2% | +25.8% | +46.0% |
| All | +47.0% | +21.7% | +25.3% | +46.0% |
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