-5.7%
COF vs CHRW
+21.9%
-27.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | -5.1% | +3.5% | -8.6% | -5.6% |
| 30D | -6.0% | +4.6% | -10.6% | -6.7% |
| 3M | +14.8% | -19.7% | +34.5% | +18.3% |
| 6M | +15.3% | -12.4% | +27.7% | +16.0% |
| YTD | -13.0% | -3.9% | -9.1% | -13.0% |
| 1Y | -5.7% | +18.4% | -24.1% | -8.2% |
| All | -5.7% | +21.9% | -27.6% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling