+93.1%
CHRW vs COPX
+167.3%
-74.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.0% | +8.3% | +2.6% |
| 7D | +4.4% | -2.9% | +7.2% | +4.8% |
| 30D | +5.5% | 0.0% | +5.5% | +5.3% |
| 3M | -17.3% | +14.8% | -32.1% | -19.8% |
| 6M | -12.7% | +7.0% | -19.7% | -15.0% |
| YTD | -4.1% | +23.8% | -28.0% | -9.9% |
| 1Y | +21.2% | +75.7% | -54.5% | +5.4% |
| 3Y | +88.9% | +156.4% | -67.5% | +46.3% |
| 5Y | +93.1% | +167.6% | -74.5% | +43.6% |
| All | +93.1% | +167.3% | -74.2% | +43.6% |
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