-12.9%
SNPS vs CHRW
+80.1%
-93.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.1% | +7.3% | -6.2% | +0.3% |
| 30D | -5.2% | -3.6% | -1.6% | -5.0% |
| 3M | +10.6% | -9.6% | +20.1% | +11.3% |
| 6M | -10.6% | -17.0% | +6.4% | -10.0% |
| YTD | -3.1% | -15.4% | +12.3% | -3.0% |
| 1Y | +15.6% | -10.0% | +25.5% | +14.7% |
| 3Y | -12.9% | +82.2% | -95.1% | -20.1% |
| All | -12.9% | +80.1% | -93.1% | -20.1% |
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