+120.8%
COF vs CHRW
+85.4%
+35.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.5% |
| 7D | -2.7% | +4.1% | -6.7% | -3.5% |
| 30D | -3.4% | +1.9% | -5.3% | -3.8% |
| 3M | +15.4% | -21.2% | +36.6% | +20.5% |
| 6M | +14.4% | -16.7% | +31.1% | +17.4% |
| YTD | -12.0% | -5.4% | -6.6% | -12.5% |
| 1Y | -3.7% | +21.2% | -24.9% | -10.2% |
| All | +120.8% | +85.4% | +35.4% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling