+88.4%
CHRW vs OSCR
+398.9%
-310.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.2% |
| 7D | +4.4% | +1.1% | +3.3% | +4.3% |
| 30D | +5.5% | +16.5% | -11.0% | +5.0% |
| 3M | -17.3% | +17.0% | -34.2% | -17.8% |
| 6M | -12.7% | +145.0% | -157.6% | -15.3% |
| YTD | -4.1% | +126.7% | -130.8% | -6.9% |
| 1Y | +21.2% | +67.2% | -46.0% | +18.1% |
| All | +88.4% | +398.9% | -310.5% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling