+192.3%
SHEL vs CHRW
+89.7%
+102.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +3.0% | +4.1% | -1.0% | +2.6% |
| 30D | +7.2% | +1.9% | +5.3% | +7.0% |
| 3M | +12.9% | -21.2% | +34.0% | +15.6% |
| 6M | +13.7% | -16.7% | +30.4% | +15.3% |
| YTD | +33.7% | -5.4% | +39.0% | +32.9% |
| 1Y | +37.9% | +21.2% | +16.7% | +31.9% |
| 3Y | +70.2% | +86.5% | -16.2% | +50.1% |
| 5Y | +192.3% | +93.0% | +99.3% | +143.3% |
| All | +192.3% | +89.7% | +102.7% | +143.3% |
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