+128.5%
CHRW vs COO
+40.2%
+88.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.0% |
| 7D | -0.1% | -2.3% | +2.3% | +0.6% |
| 30D | -4.3% | +13.3% | -17.6% | -7.5% |
| 3M | -7.4% | -18.1% | +10.7% | -2.9% |
| 6M | -20.7% | +6.7% | -27.4% | -23.0% |
| YTD | -15.9% | -23.2% | +7.4% | -10.3% |
| 1Y | -9.9% | -12.3% | +2.4% | -7.5% |
| 3Y | +79.0% | -23.6% | +102.5% | +84.9% |
| 5Y | +61.3% | -38.7% | +100.0% | +74.7% |
| 10Y | +128.5% | +42.2% | +86.3% | +98.8% |
| All | +128.5% | +40.2% | +88.4% | +98.8% |
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