+178.3%
CHRW vs SCCO
+1,104.1%
-925.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | +3.5% | -2.7% | +6.1% | +3.9% |
| 30D | +4.6% | -0.7% | +5.3% | +4.3% |
| 3M | -19.7% | +8.1% | -27.8% | -21.5% |
| 6M | -12.4% | +4.1% | -16.5% | -14.5% |
| YTD | -3.9% | +41.1% | -45.0% | -12.4% |
| 1Y | +18.4% | +95.6% | -77.2% | +0.4% |
| 3Y | +88.8% | +179.3% | -90.4% | +44.2% |
| 5Y | +93.5% | +308.3% | -214.8% | +32.4% |
| All | +178.3% | +1,104.1% | -925.8% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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