+86.0%
CHRW vs SCCO
+199.6%
-113.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +4.1% | +2.4% | +1.6% | +3.7% |
| 30D | +1.9% | +6.4% | -4.5% | +0.9% |
| 3M | -21.2% | +21.6% | -42.7% | -23.6% |
| 6M | -16.7% | +13.4% | -30.1% | -19.1% |
| YTD | -5.4% | +52.6% | -58.0% | -12.5% |
| 1Y | +21.2% | +122.4% | -101.2% | +5.3% |
| All | +86.0% | +199.6% | -113.7% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling