+146.4%
SHOP vs CHRW
+63.9%
+82.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +4.1% |
| 7D | -5.4% | +0.6% | -6.0% | -5.6% |
| 30D | -10.3% | -7.3% | -3.0% | -9.2% |
| 3M | +1.0% | -14.2% | +15.2% | +3.2% |
| 6M | +41.2% | -25.1% | +66.3% | +47.5% |
| YTD | -7.5% | -21.2% | +13.7% | -5.0% |
| 1Y | -4.6% | -14.2% | +9.6% | -4.0% |
| 3Y | +146.4% | +63.5% | +82.9% | +112.2% |
| All | +146.4% | +63.9% | +82.5% | +112.2% |
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 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