+513.8%
SHEL vs CHRW
+4,173.0%
-3,659.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | +2.2% | -1.4% | +3.6% | +2.6% |
| 30D | +6.8% | -3.5% | +10.3% | +7.5% |
| 3M | +8.1% | -19.4% | +27.5% | +12.6% |
| 6M | +14.4% | -21.4% | +35.8% | +19.2% |
| YTD | +30.0% | -7.1% | +37.1% | +29.4% |
| 1Y | +33.3% | +17.8% | +15.5% | +24.2% |
| 3Y | +66.4% | +78.8% | -12.3% | +36.5% |
| 5Y | +178.6% | +83.5% | +95.0% | +122.3% |
| 10Y | +198.4% | +160.2% | +38.2% | +113.8% |
| All | +513.8% | +4,173.0% | -3,659.2% | +164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling