+8,434.7%
SHOP vs CHRW
+197.1%
+8,237.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +32.9% |
| 6M | +11.9% | -21.4% | +33.3% | +19.3% |
| YTD | -9.9% | -7.1% | -2.7% | -9.9% |
| 1Y | 0.0% | +17.8% | -17.9% | -9.4% |
| 3Y | +117.5% | +78.8% | +38.7% | +63.7% |
| 5Y | -6.6% | +83.5% | -90.2% | -30.2% |
| 10Y | +3,320.3% | +160.2% | +3,160.1% | +2,039.9% |
| All | +8,434.7% | +197.1% | +8,237.6% | +4,773.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling