+86.0%
CHRW vs SHAK
-3.6%
+89.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +1.0% |
| 7D | +4.1% | -7.2% | +11.3% | +5.0% |
| 30D | +1.9% | -11.8% | +13.7% | +3.3% |
| 3M | -21.2% | +17.2% | -38.3% | -23.1% |
| 6M | -16.7% | -34.1% | +17.5% | -13.2% |
| YTD | -5.4% | -22.4% | +17.0% | -3.3% |
| 1Y | +21.2% | -35.9% | +57.1% | +26.5% |
| All | +86.0% | -3.6% | +89.6% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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