+86.0%
CHRW vs OMC
+12.9%
+73.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.1% |
| 7D | +1.9% | -5.8% | +7.7% | +3.4% |
| 30D | +0.9% | -4.8% | +5.8% | +2.1% |
| 3M | -19.9% | +9.2% | -29.1% | -22.0% |
| 6M | -15.8% | -2.5% | -13.3% | -15.7% |
| YTD | -5.6% | +2.6% | -8.1% | -6.9% |
| 1Y | +21.0% | +5.9% | +15.1% | +17.8% |
| 3Y | +86.0% | +14.2% | +71.8% | +61.7% |
| All | +86.0% | +12.9% | +73.2% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 3y: compounded portfolio wealth divided by compounded OMC 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…
3y analysis · Full analysis span regression · 6 months rolling