+23.4%
SHW vs CHRW
+86.2%
-62.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -3.9% | -2.5% |
| 7D | -1.2% | +1.9% | -3.1% | -1.4% |
| 30D | -11.6% | +0.9% | -12.5% | -11.7% |
| 3M | +9.1% | -19.9% | +29.0% | +11.6% |
| 6M | -0.7% | -15.8% | +15.1% | +0.6% |
| YTD | +1.4% | -5.6% | +6.9% | +0.2% |
| 1Y | -12.3% | +21.0% | -33.3% | -17.0% |
| 3Y | +23.4% | +86.0% | -62.7% | +6.4% |
| All | +23.4% | +86.2% | -62.8% | +6.4% |
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