+18.1%
CHRW vs MCO
-7.2%
+25.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | +4.4% | -7.3% | +11.7% | +6.6% |
| 30D | +5.5% | -1.7% | +7.2% | +5.9% |
| 3M | -17.3% | +3.9% | -21.2% | -18.6% |
| 6M | -12.7% | +3.8% | -16.5% | -14.2% |
| YTD | -4.1% | -7.9% | +3.8% | -4.5% |
| All | +18.1% | -7.2% | +25.3% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling