+4,339.7%
CHRW vs SCCO
+26,737.9%
-22,398.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.3% | +0.5% |
| 7D | +1.9% | +3.4% | -1.5% | +1.1% |
| 30D | +0.9% | +6.6% | -5.7% | -0.9% |
| 3M | -19.9% | +24.5% | -44.4% | -24.6% |
| 6M | -15.8% | +16.5% | -32.3% | -20.3% |
| YTD | -5.6% | +52.1% | -57.7% | -16.8% |
| 1Y | +21.0% | +114.2% | -93.1% | -2.3% |
| 3Y | +86.0% | +207.4% | -121.4% | +33.5% |
| 5Y | +88.6% | +353.7% | -265.1% | +19.8% |
| 10Y | +169.3% | +1,144.5% | -975.2% | +25.2% |
| All | +4,339.7% | +26,737.9% | -22,398.2% | +777.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling