+3,647.2%
SHOP vs CHRW
+131.6%
+3,515.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.2% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | -11.0% | -9.4% | -1.6% | -8.6% |
| 3M | +0.3% | -13.3% | +13.6% | +3.6% |
| 6M | +37.7% | -24.2% | +61.9% | +46.9% |
| YTD | -5.5% | -18.9% | +13.3% | -2.7% |
| 1Y | -0.2% | -12.4% | +12.1% | 0.0% |
| 3Y | +151.9% | +72.2% | +79.6% | +87.8% |
| 5Y | -2.2% | +53.4% | -55.6% | -23.2% |
| 10Y | +3,647.2% | +127.0% | +3,520.2% | +2,316.3% |
| All | +3,647.2% | +131.6% | +3,515.5% | +2,316.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling