+5.5%
SNOW vs CHRW
+90.3%
-84.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | +4.9% | +1.9% | +3.0% | +4.4% |
| 30D | +1.5% | +0.9% | +0.6% | +1.2% |
| 3M | +39.5% | -19.9% | +59.4% | +46.4% |
| 6M | +85.9% | -15.8% | +101.7% | +91.2% |
| YTD | +52.9% | -5.6% | +58.5% | +50.2% |
| 1Y | +48.1% | +21.0% | +27.1% | +32.4% |
| 3Y | +102.2% | +86.0% | +16.1% | +48.8% |
| 5Y | +5.5% | +88.6% | -83.2% | -23.2% |
| All | +5.5% | +90.3% | -84.8% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling