+93.1%
CHRW vs SCCO
+313.8%
-220.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.2% | +8.5% | +2.5% |
| 7D | +4.4% | -2.7% | +7.1% | +4.7% |
| 30D | +5.5% | -0.2% | +5.7% | +5.1% |
| 3M | -17.3% | +17.8% | -35.0% | -20.2% |
| 6M | -12.7% | +2.3% | -14.9% | -14.3% |
| YTD | -4.1% | +41.6% | -45.7% | -12.0% |
| 1Y | +21.2% | +101.9% | -80.6% | +3.3% |
| 3Y | +88.9% | +186.2% | -97.3% | +44.5% |
| 5Y | +93.1% | +309.7% | -216.6% | +30.9% |
| All | +93.1% | +313.8% | -220.7% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling