+3,781.0%
SHOP vs CHRW
+128.6%
+3,652.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -1.2% | +7.3% | -8.5% | -3.4% |
| 30D | -14.7% | -3.6% | -11.2% | -14.1% |
| 3M | -7.2% | -9.6% | +2.4% | -5.5% |
| 6M | +54.2% | -17.0% | +71.2% | +59.3% |
| YTD | -8.6% | -15.4% | +6.8% | -7.1% |
| 1Y | +0.5% | -10.0% | +10.5% | -0.1% |
| 3Y | +135.9% | +82.2% | +53.8% | +72.5% |
| 5Y | -11.9% | +59.4% | -71.3% | -31.7% |
| All | +3,781.0% | +128.6% | +3,652.4% | +2,424.1% |
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