+17.1%
SNPS vs CHRW
+83.1%
-66.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.6% |
| 7D | -11.0% | -1.4% | -9.6% | -10.8% |
| 30D | -1.7% | -3.5% | +1.7% | -1.1% |
| 3M | -20.4% | -19.4% | -1.0% | -17.5% |
| 6M | -8.6% | -21.4% | +12.8% | -5.2% |
| YTD | -16.2% | -7.1% | -9.0% | -16.9% |
| 1Y | -34.6% | +17.8% | -52.4% | -39.2% |
| 3Y | -14.5% | +78.8% | -93.2% | -30.5% |
| All | +17.1% | +83.1% | -66.0% | -10.9% |
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