+135.9%
SHOP vs CHRW
+80.1%
+55.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -1.2% | +7.3% | -8.5% | -2.6% |
| 30D | -14.7% | -3.6% | -11.2% | -14.3% |
| 3M | -7.2% | -9.6% | +2.4% | -6.1% |
| 6M | +54.2% | -17.0% | +71.2% | +57.2% |
| YTD | -8.6% | -15.4% | +6.8% | -7.5% |
| 1Y | +0.5% | -10.0% | +10.5% | +0.2% |
| 3Y | +135.9% | +82.2% | +53.8% | +99.8% |
| All | +135.9% | +80.1% | +55.8% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling