+123.6%
CHRW vs COO
+41.2%
+82.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.8% |
| 7D | +0.6% | +4.7% | -4.1% | -0.7% |
| 30D | -7.3% | +13.9% | -21.2% | -10.5% |
| 3M | -14.2% | -14.9% | +0.8% | -10.9% |
| 6M | -25.1% | +2.0% | -27.1% | -26.3% |
| YTD | -21.2% | -23.9% | +2.7% | -15.8% |
| 1Y | -14.2% | -9.6% | -4.5% | -12.6% |
| 3Y | +63.5% | -25.4% | +88.9% | +70.2% |
| 5Y | +49.6% | -41.2% | +90.8% | +63.8% |
| All | +123.6% | +41.2% | +82.4% | +98.0% |
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 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