+57.5%
CHRW vs COO
-40.4%
+97.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.1% |
| 7D | +7.3% | +0.5% | +6.8% | +7.2% |
| 30D | -3.6% | +14.2% | -17.7% | -6.6% |
| 3M | -9.6% | -18.2% | +8.6% | -5.4% |
| 6M | -17.0% | +5.3% | -22.3% | -19.0% |
| YTD | -15.4% | -23.6% | +8.1% | -10.1% |
| 1Y | -10.0% | -12.7% | +2.7% | -7.4% |
| 3Y | +82.2% | -24.2% | +106.3% | +86.7% |
| All | +57.5% | -40.4% | +97.8% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling