+178.3%
CHRW vs COPX
+583.8%
-405.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +3.5% | -2.3% | +5.8% | +3.9% |
| 30D | +4.6% | +0.3% | +4.3% | +4.3% |
| 3M | -19.7% | +6.8% | -26.5% | -21.3% |
| 6M | -12.4% | +7.9% | -20.4% | -15.1% |
| YTD | -3.9% | +23.7% | -27.6% | -10.0% |
| 1Y | +18.4% | +71.5% | -53.1% | +2.7% |
| 3Y | +88.8% | +149.1% | -60.3% | +46.8% |
| 5Y | +93.5% | +167.3% | -73.8% | +44.5% |
| All | +178.3% | +583.8% | -405.5% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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