+102.2%
SNOW vs CHRW
+86.2%
+16.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | +4.9% | +1.9% | +3.0% | +4.6% |
| 30D | +1.5% | +0.9% | +0.6% | +1.3% |
| 3M | +39.5% | -19.9% | +59.4% | +43.5% |
| 6M | +85.9% | -15.8% | +101.7% | +88.7% |
| YTD | +52.9% | -5.6% | +58.5% | +51.1% |
| 1Y | +48.1% | +21.0% | +27.1% | +38.6% |
| 3Y | +102.2% | +86.0% | +16.1% | +71.3% |
| All | +102.2% | +86.2% | +16.0% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling