+69.7%
SHEL vs CHRW
+86.2%
-16.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.9% | +2.4% |
| 7D | +1.9% | +1.9% | 0.0% | +1.8% |
| 30D | +8.7% | +0.9% | +7.7% | +8.6% |
| 3M | +11.0% | -19.9% | +30.8% | +12.5% |
| 6M | +14.6% | -15.8% | +30.4% | +15.5% |
| YTD | +33.3% | -5.6% | +38.9% | +32.8% |
| 1Y | +37.9% | +21.0% | +16.8% | +34.0% |
| 3Y | +69.7% | +86.0% | -16.3% | +58.6% |
| All | +69.7% | +86.2% | -16.4% | +58.6% |
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