+4,266.9%
CHRW vs COO
+1,560.6%
+2,706.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | -1.4% | -2.2% | +0.8% | -0.9% |
| 30D | -3.5% | -7.0% | +3.5% | -2.0% |
| 3M | -19.4% | +12.2% | -31.6% | -21.5% |
| 6M | -21.4% | -15.1% | -6.3% | -18.9% |
| YTD | -7.1% | -15.1% | +8.0% | -4.1% |
| 1Y | +17.8% | +2.3% | +15.5% | +16.8% |
| 3Y | +78.8% | -23.7% | +102.4% | +84.9% |
| 5Y | +83.5% | -38.9% | +122.4% | +96.7% |
| 10Y | +160.2% | +49.9% | +110.3% | +129.3% |
| All | +4,266.9% | +1,560.6% | +2,706.3% | +2,011.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling