+3,877.1%
CHRW vs OMC
+850.9%
+3,026.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.4% |
| 7D | +7.3% | +1.9% | +5.4% | +6.6% |
| 30D | -3.6% | +12.2% | -15.8% | -7.5% |
| 3M | -9.6% | +0.6% | -10.2% | -10.0% |
| 6M | -17.0% | +21.0% | -38.0% | -23.1% |
| YTD | -15.4% | +12.4% | -27.8% | -20.3% |
| 1Y | -10.0% | +25.4% | -35.4% | -18.6% |
| 3Y | +82.2% | +29.2% | +53.0% | +59.6% |
| 5Y | +59.4% | +52.6% | +6.8% | +27.9% |
| 10Y | +129.7% | +53.6% | +76.1% | +73.5% |
| All | +3,877.1% | +850.9% | +3,026.2% | +1,048.2% |
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