-1.8%
SHOP vs CHRW
+87.2%
-89.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -5.1% | -1.4% | -3.7% | -4.6% |
| 30D | +0.6% | -3.5% | +4.1% | +1.7% |
| 3M | +25.0% | -19.4% | +44.4% | +33.2% |
| 6M | +11.9% | -21.4% | +33.3% | +19.6% |
| YTD | -9.9% | -7.1% | -2.7% | -10.3% |
| 1Y | 0.0% | +17.8% | -17.9% | -10.7% |
| 3Y | +117.5% | +78.8% | +38.7% | +56.7% |
| All | -1.8% | +87.2% | -89.0% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling