+93.1%
CHRW vs SHAK
-27.4%
+120.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.6% |
| 7D | +4.4% | -11.0% | +15.3% | +5.8% |
| 30D | +5.5% | -14.0% | +19.5% | +7.3% |
| 3M | -17.3% | +13.3% | -30.5% | -19.0% |
| 6M | -12.7% | -35.3% | +22.7% | -9.0% |
| YTD | -4.1% | -24.0% | +19.9% | -2.0% |
| 1Y | +21.2% | -36.7% | +57.9% | +26.5% |
| 3Y | +88.9% | -5.4% | +94.3% | +79.9% |
| 5Y | +93.1% | -24.9% | +118.0% | +79.0% |
| All | +93.1% | -27.4% | +120.5% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling