-4.9%
SHOP vs CHRW
-10.6%
+5.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.3% |
| 7D | -9.0% | +4.9% | -13.9% | -9.7% |
| 30D | -4.4% | -4.8% | +0.4% | -3.9% |
| 3M | +24.1% | -13.1% | +37.3% | +26.3% |
| 6M | +20.0% | -16.3% | +36.3% | +19.1% |
| YTD | -4.9% | -15.8% | +10.9% | -13.6% |
| 1Y | -4.9% | -11.1% | +6.2% | -18.3% |
| All | -4.9% | -10.6% | +5.7% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling