+45.4%
COF vs CHRW
+94.0%
-48.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.1% |
| 7D | -6.1% | +4.4% | -10.4% | -7.2% |
| 30D | -5.2% | +5.5% | -10.7% | -6.6% |
| 3M | +17.0% | -17.3% | +34.3% | +21.8% |
| 6M | +12.9% | -12.7% | +25.6% | +15.1% |
| YTD | -13.5% | -4.1% | -9.4% | -14.7% |
| 1Y | -5.9% | +21.2% | -27.1% | -14.2% |
| 3Y | +117.1% | +88.9% | +28.2% | +67.2% |
| 5Y | +45.4% | +93.1% | -47.7% | +11.4% |
| All | +45.4% | +94.0% | -48.6% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling