+18.1%
CHRW vs SCCO
+102.2%
-84.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.2% | +8.5% | +2.0% |
| 7D | +4.4% | -2.7% | +7.1% | +4.5% |
| 30D | +5.5% | -0.2% | +5.7% | +5.2% |
| 3M | -17.3% | +17.8% | -35.0% | -19.2% |
| 6M | -12.7% | +2.3% | -14.9% | -14.0% |
| YTD | -4.1% | +41.6% | -45.7% | -7.8% |
| All | +18.1% | +102.2% | -84.1% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling