+93.0%
CHRW vs OMC
+29.1%
+64.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.1% |
| 7D | +4.1% | -4.2% | +8.3% | +5.1% |
| 30D | +1.9% | -7.5% | +9.4% | +3.8% |
| 3M | -21.2% | +4.6% | -25.8% | -22.4% |
| 6M | -16.7% | -4.8% | -11.8% | -16.0% |
| YTD | -5.4% | -1.0% | -4.3% | -6.0% |
| 1Y | +21.2% | +3.8% | +17.3% | +18.4% |
| 3Y | +86.5% | +10.2% | +76.3% | +75.0% |
| 5Y | +93.0% | +29.7% | +63.3% | +67.7% |
| All | +93.0% | +29.1% | +64.0% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling