-11.1%
CHRW vs COO
-7.7%
-3.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.7% | -1.0% |
| 7D | +4.9% | +8.4% | -3.5% | +3.0% |
| 30D | -4.8% | +13.5% | -18.3% | -7.5% |
| 3M | -13.1% | -13.8% | +0.6% | -9.0% |
| 6M | -16.3% | +4.7% | -21.1% | -19.4% |
| YTD | -15.8% | -21.4% | +5.6% | -4.3% |
| 1Y | -11.1% | -6.7% | -4.4% | -5.0% |
| All | -11.1% | -7.7% | -3.5% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling