+5,269.9%
SHW vs CHRW
+4,173.0%
+1,096.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.2% |
| 7D | -3.2% | -1.4% | -1.8% | -2.9% |
| 30D | -9.5% | -3.5% | -6.1% | -8.8% |
| 3M | +11.5% | -19.4% | +30.9% | +16.4% |
| 6M | -3.5% | -21.4% | +17.8% | +1.0% |
| YTD | +3.7% | -7.1% | +10.9% | +3.3% |
| 1Y | -7.9% | +17.8% | -25.7% | -14.3% |
| 3Y | +24.7% | +78.8% | -54.1% | +1.6% |
| 5Y | +13.6% | +83.5% | -69.9% | -9.6% |
| 10Y | +283.0% | +160.2% | +122.7% | +170.8% |
| All | +5,269.9% | +4,173.0% | +1,096.9% | +2,010.5% |
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