+4,266.9%
CHRW vs OMC
+783.8%
+3,483.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +2.0% |
| 7D | -1.4% | -6.4% | +5.0% | +0.8% |
| 30D | -3.5% | +1.1% | -4.6% | -4.0% |
| 3M | -19.4% | +10.4% | -29.8% | -22.6% |
| 6M | -21.4% | -1.7% | -19.7% | -21.4% |
| YTD | -7.1% | +4.4% | -11.6% | -10.0% |
| 1Y | +17.8% | +8.4% | +9.4% | +12.1% |
| 3Y | +78.8% | +14.4% | +64.4% | +63.7% |
| 5Y | +83.5% | +33.9% | +49.7% | +54.5% |
| 10Y | +160.2% | +34.9% | +125.4% | +106.5% |
| All | +4,266.9% | +783.8% | +3,483.1% | +1,196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling