+15.6%
SHW vs CHRW
+53.0%
-37.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +3.5% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +12.1% | -9.4% | +21.4% | +13.8% |
| 3M | -3.0% | -13.3% | +10.3% | -1.0% |
| 6M | +13.5% | -24.2% | +37.7% | +17.4% |
| YTD | +11.2% | -18.9% | +30.1% | +12.4% |
| 1Y | +6.2% | -12.4% | +18.6% | +5.5% |
| 3Y | +45.6% | +72.2% | -26.6% | +21.2% |
| 5Y | +15.6% | +53.4% | -37.8% | -1.3% |
| All | +15.6% | +53.0% | -37.4% | -1.3% |
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 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