+559.5%
SHEL vs CHRW
+3,791.5%
-3,232.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | +0.8% | +7.3% | -6.5% | -0.8% |
| 30D | -3.6% | -3.6% | 0.0% | -3.1% |
| 3M | +12.0% | -9.6% | +21.6% | +13.8% |
| 6M | +19.7% | -17.0% | +36.7% | +22.8% |
| YTD | +39.6% | -15.4% | +55.1% | +41.1% |
| 1Y | +36.4% | -10.0% | +46.4% | +35.7% |
| 3Y | +70.2% | +82.2% | -12.0% | +37.7% |
| 5Y | +169.2% | +59.4% | +109.9% | +121.0% |
| 10Y | +217.1% | +129.7% | +87.3% | +132.3% |
| All | +559.5% | +3,791.5% | -3,232.0% | +188.2% |
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