+325.1%
COP vs CHRW
+168.2%
+156.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | -0.8% | +1.9% | -2.8% | -1.4% |
| 30D | +15.6% | +0.9% | +14.7% | +15.1% |
| 3M | +14.3% | -19.9% | +34.2% | +20.6% |
| 6M | +17.0% | -15.8% | +32.8% | +20.5% |
| YTD | +47.4% | -5.6% | +53.0% | +44.7% |
| 1Y | +52.4% | +21.0% | +31.4% | +35.8% |
| 3Y | +20.8% | +86.0% | -65.2% | -11.6% |
| 5Y | +191.7% | +88.6% | +103.0% | +104.0% |
| 10Y | +325.1% | +169.3% | +155.8% | +136.3% |
| All | +325.1% | +168.2% | +156.9% | +136.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling