+18.6%
SNOW vs CHRW
+45.9%
-27.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.9% |
| 7D | +3.7% | -0.1% | +3.7% | +3.7% |
| 30D | -16.4% | -4.3% | -12.1% | -15.7% |
| 3M | -9.9% | -7.4% | -2.4% | -8.6% |
| 6M | +98.8% | -20.7% | +119.5% | +106.4% |
| YTD | +37.3% | -15.9% | +53.2% | +38.4% |
| 1Y | +11.0% | -9.9% | +20.9% | +9.6% |
| 3Y | +87.8% | +79.0% | +8.8% | +41.2% |
| 5Y | -18.4% | +61.3% | -79.7% | -34.8% |
| All | +18.6% | +45.9% | -27.3% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling