+264.1%
CHRW vs COPX
+186.2%
+77.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -1.4% | -4.0% | +2.6% | -0.5% |
| 30D | -3.5% | +4.5% | -8.0% | -4.6% |
| 3M | -19.4% | +0.8% | -20.2% | -20.2% |
| 6M | -21.4% | +3.2% | -24.6% | -23.1% |
| YTD | -7.1% | +26.7% | -33.8% | -14.0% |
| 1Y | +17.8% | +85.7% | -67.9% | -0.9% |
| 3Y | +78.8% | +151.2% | -72.4% | +36.3% |
| 5Y | +83.5% | +170.0% | -86.5% | +34.2% |
| 10Y | +160.2% | +572.9% | -412.7% | +41.4% |
| All | +264.1% | +186.2% | +77.8% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling