+127.0%
CHRW vs COO
+40.7%
+86.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.3% |
| 7D | +0.2% | +4.3% | -4.1% | -0.9% |
| 30D | -9.4% | +17.6% | -26.9% | -13.2% |
| 3M | -13.3% | -13.9% | +0.6% | -10.3% |
| 6M | -24.2% | +6.6% | -30.7% | -26.3% |
| YTD | -18.9% | -22.0% | +3.1% | -13.9% |
| 1Y | -12.4% | -8.8% | -3.6% | -11.0% |
| 3Y | +72.2% | -21.5% | +93.7% | +76.6% |
| 5Y | +53.4% | -41.0% | +94.4% | +68.0% |
| 10Y | +127.0% | +40.9% | +86.1% | +99.8% |
| All | +127.0% | +40.7% | +86.2% | +99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling