+87.1%
CHRW vs OSCR
-9.0%
+96.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.2% |
| 7D | +3.5% | +1.6% | +1.9% | +3.4% |
| 30D | +4.6% | +10.7% | -6.1% | +4.1% |
| 3M | -19.7% | +13.4% | -33.1% | -20.3% |
| 6M | -12.4% | +144.6% | -157.0% | -16.3% |
| YTD | -3.9% | +128.0% | -131.9% | -8.0% |
| 1Y | +18.4% | +68.7% | -50.3% | +14.3% |
| 3Y | +88.8% | +398.8% | -309.9% | +66.9% |
| 5Y | +93.5% | +87.3% | +6.3% | +67.4% |
| All | +87.1% | -9.0% | +96.1% | +63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling