+1,590.7%
COF vs CHRW
+3,791.5%
-2,200.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -3.4% | +7.3% | -10.6% | -6.4% |
| 30D | +0.4% | -3.6% | +4.0% | +1.3% |
| 3M | -12.5% | -9.6% | -3.0% | -9.9% |
| 6M | +8.3% | -17.0% | +25.3% | +13.3% |
| YTD | -18.6% | -15.4% | -3.1% | -16.8% |
| 1Y | -8.6% | -10.0% | +1.4% | -9.3% |
| 3Y | +94.7% | +82.2% | +12.5% | +31.7% |
| 5Y | +35.3% | +59.4% | -24.0% | -5.2% |
| 10Y | +185.1% | +129.7% | +55.4% | +61.5% |
| All | +1,590.7% | +3,791.5% | -2,200.9% | +199.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling