+164.3%
CHRW vs COO
+48.2%
+116.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -1.4% | -2.2% | +0.8% | -0.8% |
| 30D | -3.5% | -7.0% | +3.5% | -1.6% |
| 3M | -19.4% | +12.2% | -31.6% | -22.2% |
| 6M | -21.4% | -15.1% | -6.3% | -18.0% |
| YTD | -7.1% | -15.1% | +8.0% | -3.1% |
| 1Y | +17.8% | +2.3% | +15.5% | +16.5% |
| 3Y | +78.8% | -23.7% | +102.4% | +86.5% |
| 5Y | +83.5% | -38.9% | +122.4% | +100.6% |
| All | +164.3% | +48.2% | +116.1% | +125.4% |
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