+4,339.7%
CHRW vs MCO
+5,759.8%
-1,420.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.5% |
| 7D | +1.9% | -2.7% | +4.7% | +2.8% |
| 30D | +0.9% | +0.9% | 0.0% | +0.6% |
| 3M | -19.9% | +8.7% | -28.6% | -22.3% |
| 6M | -15.8% | +2.4% | -18.2% | -16.8% |
| YTD | -5.6% | -5.2% | -0.4% | -4.7% |
| 1Y | +21.0% | -4.4% | +25.4% | +21.6% |
| 3Y | +86.0% | +45.1% | +40.9% | +61.6% |
| 5Y | +88.6% | +31.5% | +57.1% | +66.3% |
| 10Y | +169.3% | +380.7% | -211.4% | +50.4% |
| All | +4,339.7% | +5,759.8% | -1,420.1% | +820.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling