+16.7%
SHEL vs CHRW
-21.4%
+38.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.7% |
| 7D | -3.9% | -0.1% | -3.9% | -3.9% |
| 30D | -3.7% | -4.3% | +0.6% | -3.6% |
| 3M | +9.1% | -7.4% | +16.5% | +9.2% |
| 6M | +16.7% | -20.7% | +37.4% | +16.3% |
| All | +16.7% | -21.4% | +38.1% | +16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling