-11.1%
CHRW vs OSCR
+104.5%
-115.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.6% | -8.3% | -0.4% |
| 7D | +4.9% | +15.5% | -10.6% | +3.7% |
| 30D | -4.8% | +8.5% | -13.4% | -5.5% |
| 3M | -13.1% | +15.8% | -29.0% | -14.2% |
| 6M | -16.3% | +89.5% | -105.8% | -21.0% |
| YTD | -15.8% | +144.9% | -160.7% | -22.8% |
| 1Y | -11.1% | +105.1% | -116.2% | -18.4% |
| All | -11.1% | +104.5% | -115.6% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling