+177.7%
CHRW vs MCO
+385.7%
-208.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | +4.4% | -7.3% | +11.7% | +6.9% |
| 30D | +5.5% | -1.7% | +7.2% | +6.0% |
| 3M | -17.3% | +3.9% | -21.2% | -18.6% |
| 6M | -12.7% | +3.8% | -16.5% | -14.1% |
| YTD | -4.1% | -7.9% | +3.8% | -2.4% |
| 1Y | +21.2% | -6.8% | +28.1% | +22.7% |
| 3Y | +88.9% | +40.9% | +48.0% | +64.9% |
| 5Y | +93.1% | +27.5% | +65.6% | +70.4% |
| All | +177.7% | +385.7% | -208.1% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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