+84.3%
CHRW vs OSCR
-11.8%
+96.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.4% |
| 7D | +4.1% | +4.7% | -0.7% | +3.8% |
| 30D | +1.9% | +14.8% | -12.9% | +1.2% |
| 3M | -21.2% | +16.7% | -37.8% | -21.9% |
| 6M | -16.7% | +127.5% | -144.2% | -20.1% |
| YTD | -5.4% | +121.0% | -126.4% | -9.2% |
| 1Y | +21.2% | +58.4% | -37.2% | +17.3% |
| 3Y | +86.5% | +392.4% | -305.9% | +64.8% |
| 5Y | +93.0% | +80.5% | +12.6% | +67.2% |
| All | +84.3% | -11.8% | +96.0% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling