+57.5%
CHRW vs COPX
+107.3%
-49.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | +7.3% | -2.8% | +10.1% | +7.8% |
| 30D | -3.6% | -14.3% | +10.8% | -1.0% |
| 3M | -9.6% | -19.0% | +9.5% | -6.6% |
| 6M | -17.0% | -24.4% | +7.4% | -13.7% |
| YTD | -15.4% | -3.2% | -12.2% | -17.2% |
| 1Y | -10.0% | +15.2% | -25.1% | -15.1% |
| 3Y | +82.2% | +127.6% | -45.5% | +41.8% |
| All | +57.5% | +107.3% | -49.8% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling