+5,624.7%
SHW vs CHRW
+3,771.3%
+1,853.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.8% |
| 7D | -2.1% | -0.1% | -2.1% | -2.1% |
| 30D | +11.1% | -4.3% | +15.4% | +12.1% |
| 3M | -2.2% | -7.4% | +5.3% | -0.9% |
| 6M | +14.3% | -20.7% | +35.0% | +19.0% |
| YTD | +10.6% | -15.9% | +26.4% | +12.3% |
| 1Y | +4.1% | -9.9% | +14.0% | +3.8% |
| 3Y | +42.9% | +79.0% | -36.1% | +15.6% |
| 5Y | +14.2% | +61.3% | -47.1% | -6.6% |
| 10Y | +346.7% | +128.5% | +218.2% | +224.7% |
| All | +5,624.7% | +3,771.3% | +1,853.5% | +2,193.3% |
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