+3,875.0%
CHRW vs COO
+1,384.0%
+2,491.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.7% |
| 7D | +4.7% | -2.1% | +6.8% | +5.2% |
| 30D | -2.6% | +13.9% | -16.5% | -5.2% |
| 3M | -8.0% | -18.9% | +11.0% | -4.4% |
| 6M | -19.0% | +3.7% | -22.7% | -20.3% |
| YTD | -15.5% | -24.1% | +8.7% | -11.1% |
| 1Y | -10.8% | -14.2% | +3.4% | -8.6% |
| 3Y | +79.8% | -24.5% | +104.3% | +85.6% |
| 5Y | +59.3% | -40.4% | +99.7% | +70.9% |
| 10Y | +129.6% | +40.5% | +89.1% | +104.3% |
| All | +3,875.0% | +1,384.0% | +2,491.0% | +1,857.3% |
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